+2,064.0%
GS vs EVRG
+955.8%
+1,108.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | -1.6% | -1.0% | -0.6% | -1.2% |
| 3M | -4.5% | +0.4% | -4.9% | -5.0% |
| 6M | +20.9% | -0.8% | +21.7% | +20.7% |
| YTD | +19.9% | +15.3% | +4.5% | +11.7% |
| 1Y | +41.4% | +17.9% | +23.5% | +30.3% |
| 3Y | +239.2% | +71.9% | +167.2% | +161.9% |
| 5Y | +185.0% | +45.3% | +139.8% | +134.2% |
| 10Y | +655.0% | +113.1% | +541.9% | +401.2% |
| All | +2,064.0% | +955.8% | +1,108.2% | +661.5% |
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