-57.2%
GME vs EVRG
+45.7%
-102.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | +8.3% | 0.0% | +8.3% | +8.3% |
| 3M | -9.1% | -1.0% | -8.1% | -9.0% |
| 6M | -16.3% | +1.0% | -17.3% | -16.9% |
| YTD | +1.5% | +15.1% | -13.5% | -3.3% |
| 1Y | -16.3% | +17.6% | -33.9% | -21.0% |
| 3Y | +15.1% | +70.5% | -55.3% | -6.6% |
| 5Y | -57.2% | +48.9% | -106.0% | -62.7% |
| All | -57.2% | +45.7% | -102.8% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling