+3,015.3%
CVNA vs GFI
+1,644.1%
+1,371.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -7.3% | -4.9% | -2.4% | -6.5% |
| 30D | -4.6% | +10.7% | -15.3% | -6.2% |
| 3M | +2.0% | +25.6% | -23.7% | -2.0% |
| 6M | +11.7% | -8.3% | +20.0% | +12.2% |
| YTD | -18.1% | +6.3% | -24.4% | -20.1% |
| 1Y | -2.4% | +22.1% | -24.5% | -7.6% |
| 3Y | +580.6% | +289.2% | +291.4% | +416.3% |
| 5Y | +4.9% | +531.7% | -526.8% | -30.1% |
| All | +3,015.3% | +1,644.1% | +1,371.2% | +1,829.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling