+243.0%
GS vs CVNA
+648.3%
-405.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -1.6% | +7.4% | -8.9% | -3.0% |
| 3M | -4.5% | +12.7% | -17.2% | -7.0% |
| 6M | +20.9% | +17.9% | +3.0% | +16.2% |
| YTD | +19.9% | -11.6% | +31.5% | +20.0% |
| 1Y | +41.4% | +0.8% | +40.7% | +37.4% |
| All | +243.0% | +648.3% | -405.3% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling