+1,704.0%
GS vs EVRG
+1,033.5%
+670.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +1.9% | -5.1% | -4.0% |
| 30D | -2.4% | +9.0% | -11.4% | -6.1% |
| 3M | -15.7% | +6.3% | -22.1% | -18.1% |
| 6M | -6.8% | +9.9% | -16.7% | -11.1% |
| YTD | -0.1% | +23.8% | -23.9% | -9.9% |
| 1Y | +12.1% | +19.9% | -7.8% | +2.5% |
| 3Y | +185.8% | +94.3% | +91.5% | +109.2% |
| 5Y | +140.1% | +64.6% | +75.4% | +86.6% |
| 10Y | +505.2% | +121.7% | +383.5% | +294.6% |
| All | +1,704.0% | +1,033.5% | +670.5% | +514.7% |
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