+164.4%
EBAY vs GEHC
+6.6%
+157.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +1.8% |
| 7D | -0.4% | -5.2% | +4.8% | +0.8% |
| 30D | -6.3% | -7.0% | +0.6% | -4.9% |
| 3M | -3.3% | +3.3% | -6.6% | -4.4% |
| 6M | +13.5% | -10.0% | +23.5% | +15.3% |
| YTD | +21.2% | -18.5% | +39.7% | +25.9% |
| 1Y | +13.9% | -14.4% | +28.3% | +16.7% |
| 3Y | +153.1% | +3.4% | +149.7% | +146.3% |
| All | +164.4% | +6.6% | +157.8% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling