+42.5%
GS vs EVRG
+18.5%
+24.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.1% |
| 7D | +3.4% | +0.9% | +2.5% | +3.4% |
| 30D | +0.2% | -0.5% | +0.7% | +0.1% |
| 3M | -0.3% | +1.5% | -1.8% | -0.4% |
| 6M | +27.4% | +1.2% | +26.2% | +27.3% |
| YTD | +19.6% | +16.3% | +3.3% | +18.0% |
| 1Y | +42.5% | +20.3% | +22.2% | +42.4% |
| All | +42.5% | +18.5% | +24.0% | +42.4% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling