+185.8%
GS vs CVNA
+1,015.0%
-829.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -0.7% |
| 7D | -3.2% | +7.7% | -10.9% | -4.4% |
| 30D | -2.4% | +17.2% | -19.6% | -5.2% |
| 3M | -15.7% | +7.7% | -23.4% | -17.3% |
| 6M | -6.8% | -5.5% | -1.2% | -7.2% |
| YTD | -0.1% | -12.8% | +12.8% | -0.1% |
| 1Y | +12.1% | +26.8% | -14.7% | +5.3% |
| 3Y | +185.8% | +1,007.0% | -821.2% | +100.9% |
| All | +185.8% | +1,015.0% | -829.3% | +100.9% |
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 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