+3,065.8%
CVNA vs GRMN
+568.3%
+2,497.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -4.3% | -1.8% | -2.5% | -2.6% |
| 30D | -2.4% | -12.1% | +9.7% | +10.6% |
| 3M | +4.5% | +18.0% | -13.5% | -13.9% |
| 6M | +10.2% | +13.7% | -3.5% | -6.0% |
| YTD | -16.7% | +35.3% | -52.0% | -41.9% |
| 1Y | -3.8% | +17.2% | -21.0% | -22.9% |
| 3Y | +648.3% | +179.6% | +468.7% | +88.8% |
| 5Y | +6.6% | +75.6% | -69.0% | -52.7% |
| All | +3,065.8% | +568.3% | +2,497.5% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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