+3,015.3%
CVNA vs GME
+343.7%
+2,671.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.0% |
| 7D | -7.3% | +10.4% | -17.7% | -8.4% |
| 30D | -4.6% | +14.1% | -18.7% | -6.1% |
| 3M | +2.0% | -4.6% | +6.6% | +2.3% |
| 6M | +11.7% | -13.5% | +25.3% | +13.1% |
| YTD | -18.1% | +5.3% | -23.4% | -19.0% |
| 1Y | -2.4% | -14.9% | +12.5% | -1.0% |
| 3Y | +580.6% | +24.3% | +556.3% | +479.8% |
| 5Y | +4.9% | -55.6% | +60.4% | -3.4% |
| All | +3,015.3% | +343.7% | +2,671.6% | +1,034.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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