+3,495.5%
GLW vs EVRG
+2,247.9%
+1,247.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +15.5% | +1.0% | +14.6% | +15.1% |
| 30D | -19.6% | +7.5% | -27.0% | -22.2% |
| 3M | -28.5% | +6.8% | -35.3% | -30.6% |
| 6M | -39.5% | +7.7% | -47.3% | -41.7% |
| YTD | +37.2% | +24.9% | +12.3% | +24.4% |
| 1Y | +35.4% | +18.1% | +17.3% | +25.7% |
| 3Y | +359.7% | +101.9% | +257.8% | +237.5% |
| 5Y | +244.0% | +67.0% | +177.0% | +170.5% |
| 10Y | +556.7% | +123.3% | +433.4% | +348.7% |
| All | +3,495.5% | +2,247.9% | +1,247.6% | +901.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling