+58.4%
EBAY vs GFS
-2.1%
+60.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -0.8% | +3.2% | -4.0% | -1.2% |
| 30D | -0.6% | -9.6% | +8.9% | +0.5% |
| 3M | -1.0% | -38.5% | +37.5% | +4.9% |
| 6M | +16.3% | -1.3% | +17.6% | +13.2% |
| YTD | +21.7% | +31.8% | -10.1% | +11.8% |
| 1Y | +16.5% | +44.6% | -28.0% | +4.6% |
| 3Y | +154.2% | -20.6% | +174.8% | +148.5% |
| All | +58.4% | -2.1% | +60.5% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling