+3,524.4%
GLW vs EVRG
+2,249.8%
+1,274.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +1.4% | +2.5% | -1.0% | +0.3% |
| 30D | -18.2% | +8.4% | -26.6% | -21.2% |
| 3M | -24.2% | +8.6% | -32.8% | -26.9% |
| 6M | -41.7% | +7.7% | -49.4% | -43.8% |
| YTD | +38.3% | +25.0% | +13.3% | +25.4% |
| 1Y | +38.2% | +18.7% | +19.4% | +27.9% |
| 3Y | +363.4% | +102.1% | +261.3% | +240.1% |
| 5Y | +254.6% | +66.8% | +187.7% | +178.9% |
| 10Y | +562.0% | +123.5% | +438.5% | +352.2% |
| All | +3,524.4% | +2,249.8% | +1,274.6% | +909.1% |
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