+3,015.3%
CVNA vs GSK
+83.4%
+2,931.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -7.3% | -3.5% | -3.8% | -5.7% |
| 30D | -4.6% | -3.4% | -1.1% | -3.1% |
| 3M | +2.0% | -8.1% | +10.1% | +5.6% |
| 6M | +11.7% | -11.1% | +22.9% | +17.6% |
| YTD | -18.1% | +0.7% | -18.8% | -19.8% |
| 1Y | -2.4% | +20.1% | -22.5% | -14.1% |
| 3Y | +580.6% | +46.1% | +534.5% | +395.9% |
| 5Y | +4.9% | +48.2% | -43.4% | -26.7% |
| All | +3,015.3% | +83.4% | +2,931.9% | +1,681.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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