+1,163.4%
CVNA vs GGLL
+166.5%
+996.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.8% |
| 7D | -1.6% | +7.7% | -9.3% | -3.8% |
| 30D | +24.9% | -30.2% | +55.1% | +36.2% |
| 3M | -1.8% | -31.3% | +29.5% | +7.3% |
| 6M | +3.5% | -52.1% | +55.6% | +26.3% |
| YTD | -14.3% | -25.9% | +11.6% | -12.0% |
| 1Y | +13.6% | -8.5% | +22.0% | +7.3% |
| 3Y | +1,163.4% | +165.5% | +997.9% | +691.6% |
| All | +1,163.4% | +166.5% | +996.9% | +691.6% |
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 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