+3,015.3%
CVNA vs GILD
+191.6%
+2,823.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -7.3% | -4.8% | -2.5% | -5.8% |
| 30D | -4.6% | +5.8% | -10.4% | -6.4% |
| 3M | +2.0% | +14.9% | -13.0% | -2.9% |
| 6M | +11.7% | -0.4% | +12.1% | +11.5% |
| YTD | -18.1% | +18.5% | -36.6% | -23.2% |
| 1Y | -2.4% | +25.1% | -27.5% | -10.6% |
| 3Y | +580.6% | +105.9% | +474.7% | +396.5% |
| 5Y | +4.9% | +143.0% | -138.1% | -29.7% |
| All | +3,015.3% | +191.6% | +2,823.7% | +1,878.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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