+580.6%
CVNA vs GFI
+287.6%
+292.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.8% |
| YTD | -18.1% | +6.3% | -24.4% | -20.1% |
| 1Y | -2.4% | +22.1% | -24.5% | -7.4% |
| 3Y | +580.6% | +289.2% | +291.4% | +372.3% |
| All | +580.6% | +287.6% | +292.9% | +372.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling