+87.4%
GPC vs KMX
+3.6%
+83.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -0.6% | -1.9% | +1.2% | -0.1% |
| 30D | +1.3% | +2.6% | -1.3% | +0.5% |
| 3M | +37.1% | +25.6% | +11.5% | +26.9% |
| 6M | +23.2% | +41.9% | -18.7% | +8.7% |
| YTD | +13.1% | +56.0% | -43.0% | -4.0% |
| 1Y | +0.9% | -1.8% | +2.6% | -2.8% |
| 3Y | -0.8% | -25.7% | +24.9% | +1.4% |
| 5Y | +31.1% | -54.7% | +85.9% | +52.4% |
| 10Y | +87.4% | +9.2% | +78.2% | +39.2% |
| All | +87.4% | +3.6% | +83.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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