+290.5%
GME vs EVRG
+113.9%
+176.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | +14.1% | -1.2% | +15.3% | +14.3% |
| 3M | -4.6% | -0.6% | -4.0% | -4.6% |
| 6M | -13.5% | +2.4% | -16.0% | -14.1% |
| YTD | +5.3% | +15.5% | -10.1% | +2.0% |
| 1Y | -14.9% | +16.8% | -31.7% | -17.8% |
| 3Y | +24.3% | +75.0% | -50.7% | +9.7% |
| 5Y | -55.6% | +49.3% | -104.9% | -59.6% |
| All | +290.5% | +113.9% | +176.5% | +217.4% |
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