+5.8%
GLXY vs EVRG
+30.1%
-24.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -8.9% | -0.7% | -8.2% | -8.9% |
| 30D | +19.9% | 0.0% | +19.9% | +19.8% |
| 3M | -20.0% | -1.0% | -19.0% | -20.3% |
| 6M | +10.5% | +1.0% | +9.6% | +9.9% |
| YTD | +7.9% | +15.1% | -7.2% | +2.1% |
| 1Y | -7.5% | +17.6% | -25.1% | -11.8% |
| All | +5.8% | +30.1% | -24.3% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling