+3,206.8%
CVNA vs GPC
+92.0%
+3,114.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.4% |
| 7D | -1.0% | -0.6% | -0.4% | -0.6% |
| 30D | -1.0% | +1.3% | -2.3% | -1.9% |
| 3M | +5.5% | +37.1% | -31.6% | -18.9% |
| 6M | +11.8% | +23.2% | -11.4% | -6.5% |
| YTD | -13.0% | +13.1% | -26.1% | -25.0% |
| 1Y | -2.1% | +0.9% | -3.0% | -7.7% |
| 3Y | +681.6% | -0.8% | +682.4% | +588.5% |
| 5Y | +11.6% | +31.1% | -19.5% | -15.8% |
| All | +3,206.8% | +92.0% | +3,114.8% | +1,590.2% |
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