+13.6%
CVNA vs GPC
+29.0%
-15.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +2.4% |
| 7D | +3.5% | +0.2% | +3.3% | +3.3% |
| 30D | +5.5% | -0.4% | +5.9% | +5.8% |
| 3M | +7.6% | +39.2% | -31.6% | -18.3% |
| 6M | +17.6% | +18.2% | -0.6% | +1.5% |
| YTD | -11.5% | +12.1% | -23.6% | -23.8% |
| 1Y | +0.4% | -0.7% | +1.0% | -4.0% |
| 3Y | +695.6% | -1.7% | +697.2% | +578.6% |
| 5Y | +13.6% | +29.3% | -15.7% | -28.9% |
| All | +13.6% | +29.0% | -15.5% | -28.9% |
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 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