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Derivative Instruments and Risk Management Activities (Details Textual) (USD $) | 12 Months Ended |
--- | --- | ---
Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012 | Dec. 31, 2011
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Notional amount of interest rate swaps entered into during current year | $ 113,000,000 gpi_Notionalamountofinterestrateswapsenteredintoduringcurrentyear |  |  |
Floorplan interest expense | 41,614,000 gpi_FloorPlanInterestExpense | 41,667,000 gpi_FloorPlanInterestExpense | 31,796,000 gpi_FloorPlanInterestExpense |
Fair value of derivative financial instruments included in balance sheet as liabilities from interest risk management activities | 28,653,000 us-gaap_InterestRateDerivativeLiabilitiesAtFairValue | 26,078,000 us-gaap_InterestRateDerivativeLiabilitiesAtFairValue |  |
Interest Rate Derivative Assets, at Fair Value |  | 3,919,000 us-gaap_InterestRateDerivativeAssetsAtFairValue |  |
Notional amount | 563,000,000 invest_DerivativeNotionalAmount | 450,000,000 invest_DerivativeNotionalAmount |  |
Maximum Notional Amount Of Derivatives In Effect At Any Time | 761,000,000 gpi_MaximumNotionalAmountOfDerivativesInEffectAtAnyTime |  |  |
Interest rate hedges weighted average rate | 2.50%gpi_InterestRateCashFlowHedgeWeightedAverageFixedInterestRate |  |  |
Interest Rate Swaps Latest Expiration | August 2021 |  |  |
Unrealized gain (loss) related to hedges, net of income taxes included in other comprehensive loss | (17,909,000)us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax | (13,850,000)us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax | (26,931,000)us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax | (21,275,000)us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax
Amount expected to be reclassified from other comprehensive loss into earnings | 12,600,000 us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet |  |  |
Interest rate swap 2015 [Member] |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Notional amount | 225,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = gpi_Expiresin2015Member |  |  |
Interest Rate Swaps 2016 [Member] |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Notional amount | 150,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = gpi_Expiresin2016Domain |  |  |
Interest Rate Swap 2017 [Member] |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Notional amount | 175,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = gpi_Expiresin2017Domain |  |  |
Expires in 2021 [Member] |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Notional amount | 13,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = gpi_Expiresin2021Member |  |  |
Interest Rate Swaps Forward Starting [Member] |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Notional amount of interest rate swaps entered into during current year | 350,000,000 gpi_Notionalamountofinterestrateswapsenteredintoduringcurrentyear / us-gaap_DerivativeInstrumentRiskAxis = gpi_InterestRateSwapsForwardStartingMember |  |  |
Number of additional forward interest rate swaps | 15 us-gaap_DerivativeNumberOfInstrumentsHeld / us-gaap_DerivativeInstrumentRiskAxis = gpi_InterestRateSwapsForwardStartingMember |  |  |
Notional amount | $ 775,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = gpi_InterestRateSwapsForwardStartingMember |  |  |
Interest rate hedges weighted average rate | 2.80%gpi_InterestRateCashFlowHedgeWeightedAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = gpi_InterestRateSwapsForwardStartingMember |  |  |
Minimum [Member] | Interest Rate Swaps Forward Starting [Member] |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Forward swaps start date | August 2015 |  |  |
Forward swaps expiration date | December 2017 |  |  |
Maximum [Member] | Interest Rate Swaps Forward Starting [Member] |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Forward swaps start date | January 2018 |  |  |
Forward swaps expiration date | December 2020 |  |  |

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- Definition Interest expense incurred on borrowings under the floorplan line of the credit facility and arrangements with vehicle manufacturer affiliates for the financing of specific new, used and rental vehicle inventory. Interest expense also includes the net impact of interest rate swap settlements during the period, which are designed to hedge exposure to variable interest rates. + References No definition available. + Details
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- Definition Weighted average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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- Definition Maximum notional amount of derivatives in effect at any time. + References No definition available. + Details
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- Definition Notional amount of newly entered swaps + References No definition available. + Details
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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14A -URI http://asc.fasb.org/extlink&oid=28358780&loc=SL7669686-108580 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=28358780&loc=d3e637-108580 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14 -URI http://asc.fasb.org/extlink&oid=28358780&loc=d3e681-108580 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 10A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=28358780&loc=SL7669646-108580 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80784-113994 + Details
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- Definition The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80748-113994 + Details
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