+76.7%
GSK vs EVRG
+113.9%
-37.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -3.4% | -1.2% | -2.2% | -3.1% |
| 3M | -8.1% | -0.6% | -7.5% | -8.0% |
| 6M | -11.1% | +2.4% | -13.6% | -11.8% |
| YTD | +0.7% | +15.5% | -14.7% | -3.8% |
| 1Y | +20.1% | +16.8% | +3.3% | +14.3% |
| 3Y | +46.1% | +75.0% | -28.9% | +22.2% |
| 5Y | +48.2% | +49.3% | -1.1% | +28.9% |
| All | +76.7% | +113.9% | -37.2% | +37.5% |
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 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