+5,214.8%
GRMN vs EVRG
+992.8%
+4,222.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | -11.3% | -0.5% | -10.8% | -11.2% |
| 3M | +17.7% | +1.5% | +16.2% | +16.7% |
| 6M | +14.2% | +1.2% | +13.0% | +13.1% |
| YTD | +37.0% | +16.3% | +20.7% | +28.1% |
| 1Y | +17.0% | +20.3% | -3.3% | +7.8% |
| 3Y | +183.2% | +72.3% | +110.9% | +123.1% |
| 5Y | +77.3% | +46.7% | +30.6% | +47.7% |
| 10Y | +630.9% | +113.8% | +517.1% | +399.3% |
| All | +5,214.8% | +992.8% | +4,222.0% | +1,714.3% |
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