+793.5%
CVNA vs GLDM
+204.4%
+589.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -4.6% | +3.0% | +0.7% |
| 30D | +24.9% | -5.5% | +30.3% | +28.3% |
| 3M | -1.8% | -10.9% | +9.1% | +3.9% |
| 6M | +3.5% | -17.3% | +20.9% | +13.2% |
| YTD | -14.3% | -10.2% | -4.1% | -10.8% |
| 1Y | +13.6% | -6.9% | +20.5% | +16.1% |
| 3Y | +1,163.4% | +98.7% | +1,064.8% | +699.2% |
| 5Y | +22.9% | +106.7% | -83.8% | -25.9% |
| All | +793.5% | +204.4% | +589.1% | +366.3% |
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