-36.9%
GLXY vs EVRG
+42.0%
-78.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.8% | -5.1% |
| 7D | +5.3% | +1.4% | +3.9% | +5.8% |
| 30D | -19.8% | +7.4% | -27.2% | -18.2% |
| 3M | -31.4% | +7.2% | -38.6% | -30.1% |
| 6M | -53.3% | +9.5% | -62.8% | -52.7% |
| YTD | -35.7% | +25.6% | -61.3% | -37.9% |
| 1Y | -47.2% | +20.4% | -67.6% | -47.8% |
| All | -36.9% | +42.0% | -78.9% | -36.5% |
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