+1,118.9%
GPC vs KMX
+475.4%
+643.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +1.2% | +1.9% | -0.7% | +0.9% |
| 30D | +6.0% | +11.7% | -5.7% | +4.0% |
| 3M | +42.6% | +34.9% | +7.7% | +35.0% |
| 6M | +22.8% | +50.3% | -27.5% | +13.6% |
| YTD | +15.5% | +63.8% | -48.3% | +4.8% |
| 1Y | +2.0% | +3.8% | -1.8% | -1.1% |
| 3Y | -1.4% | -24.3% | +22.8% | -0.6% |
| 5Y | +30.6% | -50.2% | +80.8% | +37.5% |
| 10Y | +80.6% | +5.4% | +75.2% | +66.6% |
| All | +1,118.9% | +475.4% | +643.6% | +766.7% |
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