+1,007.0%
CVNA vs GGLL
+154.9%
+852.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | +7.7% | +3.1% | +4.6% | +6.9% |
| 30D | +17.2% | -36.3% | +53.6% | +31.7% |
| 3M | +7.7% | -40.4% | +48.0% | +23.2% |
| 6M | -5.5% | -54.6% | +49.1% | +16.8% |
| YTD | -12.8% | -31.1% | +18.3% | -8.5% |
| 1Y | +26.8% | -19.2% | +46.0% | +24.5% |
| 3Y | +1,007.0% | +151.5% | +855.5% | +591.4% |
| All | +1,007.0% | +154.9% | +852.0% | +591.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling