+435.3%
GNRC vs EVRG
+113.9%
+321.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -15.7% | -1.2% | -14.5% | -15.2% |
| 3M | -27.3% | -0.6% | -26.7% | -27.4% |
| 6M | -12.1% | +2.4% | -14.5% | -13.5% |
| YTD | +37.1% | +15.5% | +21.7% | +27.4% |
| 1Y | -0.5% | +16.8% | -17.3% | -8.4% |
| 3Y | +61.5% | +75.0% | -13.5% | +21.7% |
| 5Y | -58.6% | +49.3% | -107.9% | -66.4% |
| All | +435.3% | +113.9% | +321.4% | +280.4% |
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