+808.3%
CVNA vs GLDM
+219.1%
+589.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +7.7% | +4.7% | +3.1% | +5.5% |
| 30D | +17.2% | -0.9% | +18.1% | +17.7% |
| 3M | +7.7% | -4.3% | +12.0% | +10.1% |
| 6M | -5.5% | -13.4% | +7.9% | +0.9% |
| YTD | -12.8% | -5.8% | -7.0% | -11.4% |
| 1Y | +26.8% | +2.1% | +24.7% | +24.0% |
| 3Y | +1,007.0% | +105.0% | +902.0% | +590.4% |
| 5Y | +23.5% | +122.5% | -99.0% | -28.6% |
| All | +808.3% | +219.1% | +589.2% | +363.0% |
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