+1,657.0%
GSK vs EVRG
+2,087.5%
-430.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -4.2% | +0.9% | -5.1% | -4.4% |
| 30D | -7.5% | -0.5% | -7.0% | -7.4% |
| 3M | -3.3% | +1.5% | -4.8% | -3.7% |
| 6M | -9.3% | +1.2% | -10.5% | -9.7% |
| YTD | +1.6% | +16.3% | -14.7% | -2.8% |
| 1Y | +25.5% | +20.3% | +5.2% | +18.9% |
| 3Y | +49.3% | +72.3% | -23.1% | +27.1% |
| 5Y | +46.7% | +46.7% | 0.0% | +29.5% |
| 10Y | +76.8% | +113.8% | -37.0% | +36.4% |
| All | +1,657.0% | +2,087.5% | -430.6% | +502.4% |
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