+154.7%
GS vs CVNA
+22.1%
+132.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.1% |
| 7D | +5.1% | -1.7% | +6.9% | +5.3% |
| 30D | +2.4% | +17.3% | -14.9% | +1.0% |
| 3M | -11.5% | -2.3% | -9.2% | -11.6% |
| 6M | -2.5% | -3.9% | +1.4% | -2.8% |
| YTD | +5.5% | -16.1% | +21.5% | +5.8% |
| 1Y | +11.0% | +7.9% | +3.1% | +9.3% |
| 3Y | +200.1% | +1,113.4% | -913.4% | +151.2% |
| 5Y | +154.7% | +20.3% | +134.4% | +122.6% |
| All | +154.7% | +22.1% | +132.6% | +122.6% |
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