+43.8%
CAVA vs GPC
-1.9%
+45.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.2% |
| 7D | -12.4% | -1.8% | -10.7% | -12.1% |
| 30D | -11.2% | +0.1% | -11.3% | -11.2% |
| 3M | -33.8% | +37.4% | -71.2% | -39.2% |
| 6M | -32.5% | +25.4% | -58.0% | -36.8% |
| YTD | -8.0% | +12.2% | -20.2% | -12.2% |
| 1Y | -17.1% | -0.3% | -16.8% | -18.3% |
| All | +43.8% | -1.9% | +45.6% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling