+233.6%
GDX vs CVNA
+12.1%
+221.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.2% |
| 7D | +1.9% | -1.0% | +2.9% | +1.9% |
| 30D | +9.9% | -1.0% | +10.9% | +9.9% |
| 3M | +28.2% | +5.5% | +22.7% | +27.8% |
| 6M | -2.9% | +11.8% | -14.7% | -3.5% |
| YTD | +16.0% | -13.0% | +29.0% | +16.1% |
| 1Y | +49.9% | -2.1% | +52.0% | +49.2% |
| 3Y | +263.6% | +681.6% | -418.1% | +233.6% |
| 5Y | +233.6% | +11.6% | +221.9% | +180.9% |
| All | +233.6% | +12.1% | +221.5% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling