+246.8%
GLW vs EVRG
+65.9%
+180.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +1.4% | +2.5% | -1.0% | +0.5% |
| 30D | -18.2% | +8.4% | -26.6% | -20.9% |
| 3M | -24.2% | +8.6% | -32.8% | -26.7% |
| 6M | -41.7% | +7.7% | -49.4% | -43.7% |
| YTD | +38.3% | +25.0% | +13.3% | +26.4% |
| 1Y | +38.2% | +18.7% | +19.4% | +28.7% |
| 3Y | +363.4% | +102.1% | +261.3% | +247.2% |
| All | +246.8% | +65.9% | +180.8% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling