+820.9%
CVNA vs GLDM
+248.1%
+572.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +0.7% | -0.5% | +1.3% | +1.0% |
| 30D | +7.4% | +4.4% | +3.0% | +5.3% |
| 3M | +12.7% | -1.1% | +13.8% | +13.2% |
| 6M | +17.9% | -13.7% | +31.6% | +25.5% |
| YTD | -11.6% | +2.8% | -14.4% | -13.8% |
| 1Y | +0.8% | +24.8% | -24.1% | -11.6% |
| 3Y | +633.4% | +127.8% | +505.6% | +333.6% |
| 5Y | +13.5% | +141.1% | -127.7% | -36.9% |
| All | +820.9% | +248.1% | +572.7% | +350.6% |
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