+45.4%
EVRG vs GPC
+32.9%
+12.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | -1.0% | +6.0% | -7.0% | -2.2% |
| 3M | +0.4% | +42.6% | -42.2% | -6.6% |
| 6M | -0.8% | +22.8% | -23.6% | -5.3% |
| YTD | +15.3% | +15.5% | -0.1% | +11.0% |
| 1Y | +17.9% | +2.0% | +15.8% | +16.3% |
| 3Y | +71.9% | -1.4% | +73.4% | +68.4% |
| All | +45.4% | +32.9% | +12.5% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling