+125.0%
EVRG vs GPC
+85.0%
+40.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +9.2% | -1.8% | +11.1% | +9.7% |
| 3M | +8.6% | -6.6% | +15.2% | +10.7% |
| 6M | +10.0% | +21.3% | -11.4% | +2.3% |
| YTD | +25.1% | +4.3% | +20.8% | +21.1% |
| 1Y | +19.5% | +3.3% | +16.3% | +15.9% |
| 3Y | +102.3% | +0.8% | +101.5% | +90.9% |
| 5Y | +66.8% | +7.4% | +59.4% | +50.1% |
| 10Y | +125.0% | +79.2% | +45.8% | +44.5% |
| All | +125.0% | +85.0% | +40.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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