+375.0%
GDX vs CVNA
+2,503.0%
-2,128.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -3.2% |
| 7D | -5.4% | -4.3% | -1.1% | -5.2% |
| 30D | +6.6% | -2.4% | +8.9% | +6.7% |
| 3M | +30.1% | +4.5% | +25.6% | +29.6% |
| 6M | -7.1% | +10.2% | -17.3% | -7.7% |
| YTD | +12.0% | -16.7% | +28.7% | +12.5% |
| 1Y | +41.2% | -3.8% | +45.0% | +40.5% |
| 3Y | +251.0% | +648.3% | -397.3% | +209.5% |
| 5Y | +226.7% | +6.6% | +220.2% | +203.2% |
| All | +375.0% | +2,503.0% | -2,128.0% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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