-54.5%
GTLB vs EVRG
+57.8%
-112.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +12.3% | 0.0% | +12.3% | +12.3% |
| 3M | +65.9% | -1.0% | +66.9% | +65.8% |
| 6M | +104.0% | +1.0% | +103.0% | +102.9% |
| YTD | +26.0% | +15.1% | +10.9% | +21.9% |
| 1Y | -3.5% | +17.6% | -21.1% | -7.5% |
| 3Y | -9.6% | +70.5% | -80.1% | -24.0% |
| All | -54.5% | +57.8% | -112.3% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling