-2.1%
CVNA vs GGLL
+64.8%
-66.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.8% | -0.4% |
| 7D | -1.0% | -3.9% | +2.9% | +0.1% |
| 30D | -1.0% | -15.4% | +14.3% | +3.8% |
| 3M | +5.5% | -21.9% | +27.4% | +11.8% |
| 6M | +11.8% | +4.5% | +7.3% | +7.1% |
| YTD | -13.0% | -2.4% | -10.6% | -15.4% |
| 1Y | -2.1% | +57.8% | -59.9% | -15.6% |
| All | -2.1% | +64.8% | -66.9% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling