+1,016.7%
GME vs EVRG
+1,358.1%
-341.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | -1.4% | -0.5% | -0.9% | -1.3% |
| 3M | -15.1% | +1.5% | -16.7% | -15.7% |
| 6M | -22.5% | +1.2% | -23.6% | -23.2% |
| YTD | -5.9% | +16.3% | -22.3% | -11.6% |
| 1Y | -18.6% | +20.3% | -38.9% | -24.5% |
| 3Y | +6.7% | +72.3% | -65.6% | -14.3% |
| 5Y | -62.0% | +46.7% | -108.7% | -67.8% |
| 10Y | +239.5% | +113.8% | +125.7% | +125.7% |
| All | +1,016.7% | +1,358.1% | -341.4% | +240.3% |
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