+240.0%
GM vs EVRG
+493.9%
-253.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -3.4% | 0.0% | -3.4% | -3.5% |
| 3M | +8.7% | -1.0% | +9.6% | +8.8% |
| 6M | +15.4% | +1.0% | +14.4% | +14.4% |
| YTD | +6.6% | +15.1% | -8.5% | -0.4% |
| 1Y | +51.5% | +17.6% | +33.9% | +39.9% |
| 3Y | +169.3% | +70.5% | +98.9% | +108.1% |
| 5Y | +81.6% | +48.9% | +32.7% | +48.0% |
| 10Y | +240.7% | +112.8% | +127.9% | +126.8% |
| All | +240.0% | +493.9% | -253.8% | -2.3% |
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