+218.4%
EBAY vs GGLL
+153.6%
+64.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | 0.0% | +6.3% | -6.3% | -0.3% |
| 30D | +7.8% | -35.1% | +42.9% | +10.4% |
| 3M | +8.4% | -37.7% | +46.0% | +11.1% |
| 6M | +13.0% | -54.1% | +67.1% | +17.5% |
| YTD | +40.2% | -29.4% | +69.6% | +41.4% |
| 1Y | +46.2% | -13.4% | +59.6% | +46.2% |
| 3Y | +218.4% | +158.3% | +60.1% | +192.5% |
| All | +218.4% | +153.6% | +64.8% | +192.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling