+25.2%
CVNA vs GFI
+6.9%
+18.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.3% | +2.5% | +7.2% |
| 7D | +31.3% | +1.4% | +29.9% | +30.6% |
| 30D | +21.7% | +3.0% | +18.7% | +20.5% |
| 3M | +14.0% | +10.2% | +3.8% | +11.0% |
| 6M | +3.0% | -10.1% | +13.1% | +4.4% |
| YTD | -8.1% | -11.4% | +3.3% | -9.4% |
| 1Y | +25.2% | +8.4% | +16.8% | +12.2% |
| All | +25.2% | +6.9% | +18.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling