+669.0%
GRMN vs EVRG
+113.9%
+555.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -8.5% | -1.2% | -7.2% | -8.1% |
| 3M | +19.5% | -0.6% | +20.1% | +19.4% |
| 6M | +21.2% | +2.4% | +18.8% | +19.6% |
| YTD | +41.0% | +15.5% | +25.6% | +32.9% |
| 1Y | +19.6% | +16.8% | +2.8% | +12.0% |
| 3Y | +183.8% | +75.0% | +108.8% | +125.6% |
| 5Y | +83.0% | +49.3% | +33.7% | +53.3% |
| All | +669.0% | +113.9% | +555.1% | +484.2% |
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