+648.3%
CVNA vs GLDM
+128.8%
+519.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +0.7% | -0.5% | +1.3% | +0.9% |
| 30D | +7.4% | +4.4% | +3.0% | +6.0% |
| 3M | +12.7% | -1.1% | +13.8% | +12.9% |
| 6M | +17.9% | -13.7% | +31.6% | +21.7% |
| YTD | -11.6% | +2.8% | -14.4% | -11.8% |
| 1Y | +0.8% | +24.8% | -24.1% | -4.7% |
| All | +648.3% | +128.8% | +519.5% | +312.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling