+1,000.9%
GPC vs KMX
+392.6%
+608.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +0.4% | +1.5% | -1.2% | +0.1% |
| 30D | -1.8% | +3.0% | -4.8% | -2.5% |
| 3M | -6.6% | -7.8% | +1.2% | -5.6% |
| 6M | +21.3% | +34.3% | -13.0% | +14.5% |
| YTD | +4.3% | +40.2% | -36.0% | -3.0% |
| 1Y | +3.3% | +63.0% | -59.7% | -6.5% |
| 3Y | +0.8% | -14.5% | +15.2% | -0.4% |
| 5Y | +7.4% | -64.3% | +71.7% | +19.4% |
| 10Y | +79.2% | +2.8% | +76.5% | +66.6% |
| All | +1,000.9% | +392.6% | +608.3% | +701.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling