+25.7%
GPN vs EVRG
+113.9%
-88.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | 0.0% | -1.2% | +1.2% | +0.6% |
| 3M | +35.8% | -0.6% | +36.4% | +36.1% |
| 6M | +22.0% | +2.4% | +19.6% | +19.8% |
| YTD | +15.2% | +15.5% | -0.2% | +5.1% |
| 1Y | +3.5% | +16.8% | -13.3% | -6.4% |
| 3Y | -26.9% | +75.0% | -101.9% | -48.4% |
| 5Y | -44.2% | +49.3% | -93.6% | -57.3% |
| All | +25.7% | +113.9% | -88.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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