+65.3%
GSK vs EVRG
+104.1%
-38.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +6.3% | +7.4% | -1.1% | +3.7% |
| 3M | +1.8% | +7.2% | -5.4% | -0.7% |
| 6M | +1.7% | +9.5% | -7.8% | -1.4% |
| YTD | +6.5% | +25.6% | -19.0% | -1.3% |
| 1Y | +9.5% | +20.4% | -10.9% | +2.8% |
| 3Y | +65.3% | +108.8% | -43.5% | +39.7% |
| All | +65.3% | +104.1% | -38.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling