+789.9%
CVNA vs GLDM
+221.7%
+568.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.5% |
| 7D | +5.5% | +1.9% | +3.6% | +4.6% |
| 30D | +12.8% | -1.7% | +14.5% | +13.7% |
| 3M | +3.7% | -3.5% | +7.3% | +5.7% |
| 6M | -4.9% | -10.1% | +5.1% | -0.1% |
| YTD | -14.6% | -5.0% | -9.6% | -13.5% |
| 1Y | +16.4% | +2.8% | +13.6% | +13.5% |
| 3Y | +1,016.5% | +105.1% | +911.4% | +596.8% |
| 5Y | +21.0% | +124.3% | -103.3% | -30.3% |
| All | +789.9% | +221.7% | +568.2% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling