+2,047.2%
EVRG vs GPC
+2,341.8%
-294.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | -1.0% | +6.0% | -7.0% | -2.9% |
| 3M | +0.4% | +42.6% | -42.2% | -11.0% |
| 6M | -0.8% | +22.8% | -23.6% | -8.0% |
| YTD | +15.3% | +15.5% | -0.1% | +8.4% |
| 1Y | +17.9% | +2.0% | +15.8% | +15.1% |
| 3Y | +71.9% | -1.4% | +73.4% | +64.6% |
| 5Y | +45.3% | +30.6% | +14.7% | +24.6% |
| 10Y | +113.1% | +80.6% | +32.4% | +54.8% |
| All | +2,047.2% | +2,341.8% | -294.6% | +708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling