+153.7%
EBAY vs GEHC
-1.1%
+154.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | -0.8% | -7.9% | +7.1% | +1.1% |
| 30D | -0.6% | -11.7% | +11.1% | +2.3% |
| 3M | -1.0% | +0.8% | -1.8% | -1.8% |
| 6M | +16.3% | -11.6% | +27.8% | +18.8% |
| YTD | +21.7% | -21.6% | +43.3% | +28.2% |
| 1Y | +16.5% | -15.3% | +31.8% | +19.9% |
| All | +153.7% | -1.1% | +154.8% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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