+41.2%
GDX vs CVNA
-6.7%
+47.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.6% |
| 7D | -5.4% | -4.3% | -1.1% | -4.6% |
| 30D | +6.6% | -2.4% | +8.9% | +6.8% |
| 3M | +30.1% | +4.5% | +25.6% | +28.3% |
| 6M | -7.1% | +10.2% | -17.3% | -9.5% |
| YTD | +12.0% | -16.7% | +28.7% | +11.6% |
| 1Y | +41.2% | -3.8% | +45.0% | +36.8% |
| All | +41.2% | -6.7% | +47.9% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling