+27.6%
CAVA vs GPC
-7.4%
+35.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | -8.0% | -3.2% | -4.8% | -7.2% |
| 30D | -19.6% | +0.5% | -20.1% | -19.7% |
| 3M | -36.7% | +31.7% | -68.4% | -41.8% |
| 6M | -30.6% | +24.7% | -55.3% | -35.3% |
| YTD | -4.8% | +11.8% | -16.6% | -9.5% |
| 1Y | -13.1% | -3.0% | -10.2% | -13.6% |
| 3Y | +48.8% | -1.1% | +49.9% | +37.7% |
| All | +27.6% | -7.4% | +35.1% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling