+153.7%
EBAY vs GAP
+103.6%
+50.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | -0.8% | -6.3% | +5.5% | -0.1% |
| 30D | -0.6% | -0.2% | -0.4% | -0.7% |
| 3M | -1.0% | 0.0% | -1.0% | -1.2% |
| 6M | +16.3% | -8.1% | +24.4% | +16.7% |
| YTD | +21.7% | -16.5% | +38.2% | +23.2% |
| 1Y | +16.5% | -10.5% | +27.0% | +16.8% |
| All | +153.7% | +103.6% | +50.1% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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