+72.3%
EVRG vs GPC
-2.2%
+74.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -0.5% | -0.4% | -0.2% | -0.5% |
| 3M | +1.5% | +39.2% | -37.7% | -3.0% |
| 6M | +1.2% | +18.2% | -17.1% | -1.5% |
| YTD | +16.3% | +12.1% | +4.2% | +13.7% |
| 1Y | +20.3% | -0.7% | +20.9% | +19.3% |
| 3Y | +72.3% | -1.7% | +74.0% | +67.2% |
| All | +72.3% | -2.2% | +74.5% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling