+841.5%
CVNA vs GLDM
+225.0%
+616.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.8% |
| 7D | +5.9% | +5.0% | +0.9% | +3.6% |
| 30D | +19.7% | -1.3% | +21.0% | +20.4% |
| 3M | +7.6% | -4.7% | +12.3% | +10.2% |
| 6M | -2.2% | -12.4% | +10.2% | +3.9% |
| YTD | -9.6% | -4.1% | -5.6% | -9.0% |
| 1Y | +25.4% | +3.3% | +22.1% | +22.0% |
| 3Y | +1,152.6% | +110.9% | +1,041.7% | +670.0% |
| 5Y | +28.9% | +124.8% | -95.9% | -25.7% |
| All | +841.5% | +225.0% | +616.4% | +375.8% |
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