+219.9%
EBAY vs GLDM
+242.2%
-22.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -6.3% | +0.3% | -6.6% | -6.5% |
| 3M | -3.3% | +0.7% | -4.0% | -3.6% |
| 6M | +13.5% | -15.4% | +28.9% | +16.9% |
| YTD | +21.2% | +1.0% | +20.2% | +20.1% |
| 1Y | +13.9% | +19.7% | -5.9% | +8.3% |
| 3Y | +153.1% | +126.5% | +26.6% | +106.3% |
| 5Y | +54.5% | +142.5% | -88.0% | +22.3% |
| All | +219.9% | +242.2% | -22.2% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GLDM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling