+448.8%
GS vs EVRG
+125.1%
+323.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.6% | +3.5% | -1.9% | +0.2% |
| 30D | +1.7% | +9.2% | -7.6% | -2.0% |
| 3M | -11.6% | +8.6% | -20.2% | -14.6% |
| 6M | -1.9% | +10.0% | -11.9% | -6.0% |
| YTD | +5.1% | +25.1% | -20.0% | -5.0% |
| 1Y | +16.4% | +19.5% | -3.1% | +7.3% |
| 3Y | +199.0% | +102.3% | +96.7% | +118.9% |
| 5Y | +157.4% | +66.8% | +90.6% | +102.2% |
| All | +448.8% | +125.1% | +323.7% | +312.6% |
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