+27.1%
CVNA vs GPC
+7.2%
+19.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.7% |
| 7D | +2.4% | +0.4% | +2.1% | +2.3% |
| 30D | +14.6% | -1.8% | +16.4% | +15.8% |
| 3M | -1.5% | -6.6% | +5.0% | +3.4% |
| 6M | -6.3% | +21.3% | -27.6% | -21.4% |
| YTD | -13.5% | +4.3% | -17.8% | -21.8% |
| 1Y | +13.3% | +3.3% | +10.0% | +2.7% |
| 3Y | +1,150.8% | +0.8% | +1,150.0% | +880.3% |
| 5Y | +27.1% | +7.4% | +19.7% | -18.2% |
| All | +27.1% | +7.2% | +19.9% | -18.2% |
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 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