-54.6%
GTLB vs EVRG
+59.5%
-114.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.2% | -5.5% |
| 7D | +4.6% | +0.9% | +3.7% | +4.5% |
| 30D | +21.0% | -0.5% | +21.5% | +21.0% |
| 3M | +51.7% | +1.5% | +50.2% | +51.2% |
| 6M | +89.3% | +1.2% | +88.1% | +88.4% |
| YTD | +25.6% | +16.3% | +9.3% | +21.3% |
| 1Y | -1.5% | +20.3% | -21.8% | -6.0% |
| 3Y | -9.9% | +72.3% | -82.2% | -24.3% |
| All | -54.6% | +59.5% | -114.1% | -58.4% |
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