+29.1%
CAVA vs GPC
-6.3%
+35.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.3% |
| 7D | -8.5% | -0.6% | -7.9% | -8.4% |
| 30D | -8.2% | +1.3% | -9.5% | -8.6% |
| 3M | -25.9% | +37.1% | -63.0% | -32.6% |
| 6M | -30.9% | +23.2% | -54.1% | -35.4% |
| YTD | -3.7% | +13.1% | -16.8% | -8.8% |
| 1Y | -13.4% | +0.9% | -14.3% | -14.9% |
| 3Y | +44.2% | -0.8% | +45.0% | +34.2% |
| All | +29.1% | -6.3% | +35.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling