+18.6%
GLXY vs EVRG
+31.5%
-12.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.8% |
| 7D | +15.5% | +0.9% | +14.6% | +15.4% |
| 30D | +34.1% | -0.5% | +34.7% | +33.9% |
| 3M | -11.3% | +1.5% | -12.9% | -11.7% |
| 6M | +31.6% | +1.2% | +30.4% | +31.1% |
| YTD | +21.0% | +16.3% | +4.6% | +14.5% |
| 1Y | +11.7% | +20.3% | -8.6% | +6.1% |
| All | +18.6% | +31.5% | -12.9% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling