+25.7%
CVNA vs GLDM
+121.8%
-96.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +7.7% | +4.7% | +3.1% | +5.9% |
| 30D | +17.2% | -0.9% | +18.1% | +17.6% |
| 3M | +7.7% | -4.3% | +12.0% | +9.6% |
| 6M | -5.5% | -13.4% | +7.9% | -0.6% |
| YTD | -12.8% | -5.8% | -7.0% | -11.1% |
| 1Y | +26.8% | +2.1% | +24.7% | +26.1% |
| 3Y | +1,007.0% | +105.0% | +902.0% | +647.0% |
| All | +25.7% | +121.8% | -96.1% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling