+801.5%
CVNA vs GLDM
+216.5%
+585.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.0% |
| 7D | +2.4% | +2.9% | -0.4% | +1.2% |
| 30D | +14.6% | -3.9% | +18.5% | +16.8% |
| 3M | -1.5% | -8.1% | +6.6% | +2.6% |
| 6M | -6.3% | -14.7% | +8.4% | +0.8% |
| YTD | -13.5% | -6.6% | -6.9% | -11.7% |
| 1Y | +13.3% | -2.1% | +15.3% | +13.0% |
| 3Y | +1,150.8% | +107.7% | +1,043.1% | +673.6% |
| 5Y | +27.1% | +116.5% | -89.4% | -25.2% |
| All | +801.5% | +216.5% | +585.0% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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