+438.8%
GS vs EVRG
+124.6%
+314.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +5.9% | +1.4% | +4.4% | +5.3% |
| 30D | +4.3% | +7.4% | -3.1% | +1.3% |
| 3M | -11.7% | +7.2% | -18.9% | -14.2% |
| 6M | -3.2% | +9.5% | -12.6% | -7.1% |
| YTD | +5.8% | +25.6% | -19.8% | -4.4% |
| 1Y | +16.0% | +20.4% | -4.3% | +6.6% |
| 3Y | +199.8% | +108.8% | +90.9% | +116.6% |
| 5Y | +155.5% | +68.0% | +87.6% | +100.1% |
| All | +438.8% | +124.6% | +314.2% | +305.0% |
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