+642.6%
GS vs EVRG
+114.7%
+527.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | +0.2% | -0.5% | +0.7% | +0.3% |
| 3M | -0.3% | +1.5% | -1.8% | -1.2% |
| 6M | +27.4% | +1.2% | +26.2% | +26.1% |
| YTD | +19.6% | +16.3% | +3.3% | +11.5% |
| 1Y | +42.5% | +20.3% | +22.2% | +30.8% |
| 3Y | +240.4% | +72.3% | +168.1% | +166.5% |
| 5Y | +188.9% | +46.7% | +142.2% | +139.4% |
| 10Y | +642.6% | +113.8% | +528.8% | +462.8% |
| All | +642.6% | +114.7% | +527.9% | +462.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling