+2,487.0%
GPN vs EVRG
+973.1%
+1,513.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -0.3% | -1.2% | +1.0% | +0.2% |
| 3M | +35.4% | -0.6% | +36.0% | +35.7% |
| 6M | +21.7% | +2.4% | +19.2% | +19.9% |
| YTD | +14.9% | +15.5% | -0.6% | +6.8% |
| 1Y | +3.2% | +16.8% | -13.6% | -4.7% |
| 3Y | -27.1% | +75.0% | -102.1% | -44.5% |
| 5Y | -44.4% | +49.3% | -93.7% | -54.9% |
| 10Y | +27.0% | +113.5% | -86.5% | -12.5% |
| All | +2,487.0% | +973.1% | +1,513.9% | +859.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling