+12.6%
EBAY vs GIS
-18.7%
+31.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.3% |
| 7D | -2.1% | -7.8% | +5.8% | -2.1% |
| 30D | -6.7% | +6.6% | -13.2% | -6.3% |
| 3M | -5.0% | +21.0% | -25.9% | -3.7% |
| 6M | +14.6% | -9.1% | +23.7% | +13.0% |
| YTD | +19.8% | -13.6% | +33.4% | +18.1% |
| 1Y | +12.6% | -18.0% | +30.6% | +11.5% |
| All | +12.6% | -18.7% | +31.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling