+1,021.6%
CVNA vs GGLL
+328.4%
+693.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +3.5% | +1.9% | +1.7% | +2.6% |
| 30D | +5.5% | -9.7% | +15.2% | +9.9% |
| 3M | +7.6% | -18.0% | +25.6% | +14.8% |
| 6M | +17.6% | +15.3% | +2.3% | +5.5% |
| YTD | -11.5% | +2.2% | -13.7% | -16.8% |
| 1Y | +0.4% | +73.1% | -72.7% | -28.1% |
| 3Y | +695.6% | +242.7% | +452.9% | +240.9% |
| All | +1,021.6% | +328.4% | +693.2% | +342.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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