+13.6%
CVNA vs GGLL
-11.0%
+24.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | -1.6% | +7.7% | -9.3% | -3.1% |
| 30D | +24.9% | -30.2% | +55.1% | +33.6% |
| 3M | -1.8% | -31.3% | +29.5% | +5.3% |
| 6M | +3.5% | -52.1% | +55.6% | +21.7% |
| YTD | -14.3% | -25.9% | +11.6% | -13.9% |
| 1Y | +13.6% | -8.5% | +22.0% | +9.6% |
| All | +13.6% | -11.0% | +24.6% | +9.6% |
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