+61.9%
EBAY vs GFI
+524.1%
-462.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.7% |
| 7D | +4.2% | -4.9% | +9.0% | +4.6% |
| 30D | +5.6% | +10.7% | -5.1% | +4.5% |
| 3M | -1.4% | +25.6% | -27.0% | -3.8% |
| 6M | +18.2% | -8.3% | +26.5% | +18.2% |
| YTD | +24.8% | +6.3% | +18.5% | +22.7% |
| 1Y | +18.0% | +22.1% | -4.1% | +13.8% |
| 3Y | +160.3% | +289.2% | -128.9% | +117.0% |
| All | +61.9% | +524.1% | -462.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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