+3,065.8%
CVNA vs GFI
+1,666.6%
+1,399.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.8% |
| 7D | -4.3% | -5.1% | +0.9% | -3.5% |
| 30D | -2.4% | +13.4% | -15.8% | -4.4% |
| 3M | +4.5% | +36.2% | -31.7% | -0.9% |
| 6M | +10.2% | -9.8% | +20.1% | +11.0% |
| YTD | -16.7% | +7.7% | -24.4% | -19.0% |
| 1Y | -3.8% | +27.2% | -31.0% | -9.5% |
| 3Y | +648.3% | +300.3% | +348.0% | +465.2% |
| 5Y | +6.6% | +539.8% | -533.2% | -29.1% |
| All | +3,065.8% | +1,666.6% | +1,399.2% | +1,856.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling