+62.5%
EBAY vs GFS
0.0%
+62.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | +4.2% | +3.8% | +0.3% | +3.7% |
| 30D | +5.6% | -11.7% | +17.4% | +7.3% |
| 3M | -1.4% | -41.8% | +40.4% | +5.4% |
| 6M | +18.2% | +6.6% | +11.6% | +13.8% |
| YTD | +24.8% | +34.6% | -9.8% | +14.4% |
| 1Y | +18.0% | +46.2% | -28.1% | +5.9% |
| 3Y | +160.3% | -20.3% | +180.6% | +154.9% |
| All | +62.5% | 0.0% | +62.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling