+149.0%
EBAY vs GGLL
+309.0%
-160.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.5% |
| 7D | -3.0% | -3.9% | +0.9% | -2.6% |
| 30D | -3.6% | -15.4% | +11.8% | -1.8% |
| 3M | -4.4% | -21.9% | +17.5% | -2.4% |
| 6M | +12.1% | +4.5% | +7.6% | +9.7% |
| YTD | +19.9% | -2.4% | +22.3% | +18.3% |
| 1Y | +13.4% | +57.8% | -44.4% | +5.0% |
| 3Y | +150.5% | +227.2% | -76.7% | +92.7% |
| All | +149.0% | +309.0% | -160.0% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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