+3,259.9%
CVNA vs GPC
+96.0%
+3,163.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.7% |
| 7D | +0.7% | +1.2% | -0.5% | -0.2% |
| 30D | +7.4% | +6.0% | +1.4% | +2.8% |
| 3M | +12.7% | +42.6% | -29.9% | -16.0% |
| 6M | +17.9% | +22.8% | -4.8% | -1.1% |
| YTD | -11.6% | +15.5% | -27.1% | -25.0% |
| 1Y | +0.8% | +2.0% | -1.3% | -5.7% |
| 3Y | +633.4% | -1.4% | +634.9% | +553.5% |
| 5Y | +13.5% | +30.6% | -17.1% | -14.0% |
| All | +3,259.9% | +96.0% | +3,163.9% | +1,591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling