+2,226.3%
EVRG vs GPC
+2,088.4%
+137.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +2.5% | -2.1% | +4.6% | +3.1% |
| 30D | +8.4% | -4.5% | +12.9% | +9.8% |
| 3M | +8.6% | -7.7% | +16.3% | +11.1% |
| 6M | +7.7% | +24.3% | -16.6% | -0.5% |
| YTD | +25.0% | +3.5% | +21.5% | +21.3% |
| 1Y | +18.7% | +0.7% | +18.0% | +16.2% |
| 3Y | +102.1% | 0.0% | +102.1% | +92.2% |
| 5Y | +66.8% | +5.8% | +61.0% | +53.3% |
| 10Y | +123.5% | +75.8% | +47.7% | +63.7% |
| All | +2,226.3% | +2,088.4% | +137.9% | +804.6% |
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 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