+14,014.6%
EBAY vs GAP
+62.3%
+13,952.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -2.1% | -4.5% | +2.4% | -1.1% |
| 30D | -6.7% | +9.0% | -15.7% | -8.8% |
| 3M | -5.0% | +5.0% | -10.0% | -6.5% |
| 6M | +14.6% | -17.8% | +32.5% | +18.1% |
| YTD | +19.8% | -10.4% | +30.2% | +20.7% |
| 1Y | +12.6% | -3.4% | +16.0% | +10.8% |
| 3Y | +141.0% | +111.5% | +29.5% | +79.5% |
| 5Y | +47.5% | +8.8% | +38.7% | +21.8% |
| 10Y | +263.3% | +32.9% | +230.4% | +130.0% |
| All | +14,014.6% | +62.3% | +13,952.3% | +5,627.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling