+3,159.9%
CVNA vs GPC
+75.1%
+3,084.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.8% |
| 7D | -1.6% | +0.4% | -2.1% | -1.9% |
| 30D | +24.9% | -6.3% | +31.2% | +31.0% |
| 3M | -1.8% | -8.2% | +6.4% | +4.5% |
| 6M | +3.5% | +27.1% | -23.6% | -16.2% |
| YTD | -14.3% | +3.1% | -17.4% | -20.9% |
| 1Y | +13.6% | +0.1% | +13.5% | +6.9% |
| 3Y | +1,163.4% | +0.2% | +1,163.2% | +989.5% |
| 5Y | +22.9% | +4.9% | +18.0% | +10.2% |
| All | +3,159.9% | +75.1% | +3,084.8% | +1,681.9% |
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