+56.1%
EBAY vs GFS
-2.1%
+58.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -3.0% | +4.5% | -7.5% | -3.6% |
| 30D | -3.6% | -8.2% | +4.6% | -2.7% |
| 3M | -4.4% | -38.9% | +34.4% | +1.3% |
| 6M | +12.1% | -2.9% | +14.9% | +9.4% |
| YTD | +19.9% | +31.8% | -11.8% | +10.2% |
| 1Y | +13.4% | +43.1% | -29.8% | +2.0% |
| 3Y | +150.5% | -20.6% | +171.1% | +144.9% |
| All | +56.1% | -2.1% | +58.2% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling