+395.1%
GS vs CVNA
+2,724.4%
-2,329.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +4.3% |
| 7D | +0.8% | +5.9% | -5.1% | +0.3% |
| 30D | +1.2% | +19.7% | -18.4% | -0.6% |
| 3M | -12.4% | +7.6% | -20.0% | -13.3% |
| 6M | -2.3% | -2.2% | -0.2% | -2.8% |
| YTD | +4.6% | -9.6% | +14.3% | +4.4% |
| 1Y | +17.5% | +25.4% | -7.9% | +13.6% |
| 3Y | +202.0% | +1,152.6% | -950.6% | +132.7% |
| 5Y | +152.4% | +28.9% | +123.5% | +113.2% |
| All | +395.1% | +2,724.4% | -2,329.3% | +173.4% |
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