+14,607.0%
EBAY vs GFI
+1,851.8%
+12,755.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.6% |
| 7D | +4.2% | -4.9% | +9.0% | +4.4% |
| 30D | +5.6% | +10.7% | -5.1% | +5.1% |
| 3M | -1.4% | +25.6% | -27.0% | -2.6% |
| 6M | +18.2% | -8.3% | +26.5% | +18.2% |
| YTD | +24.8% | +6.3% | +18.5% | +23.8% |
| 1Y | +18.0% | +22.1% | -4.1% | +16.0% |
| 3Y | +160.3% | +289.2% | -128.9% | +140.4% |
| 5Y | +62.1% | +531.7% | -469.5% | +45.4% |
| 10Y | +283.1% | +1,043.8% | -760.6% | +229.5% |
| All | +14,607.0% | +1,851.8% | +12,755.2% | +15,565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling