+228.1%
EBAY vs GLDM
+99.9%
+128.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.9% | -4.6% | +3.8% | -0.2% |
| 30D | +3.5% | -5.5% | +8.9% | +4.2% |
| 3M | +16.0% | -10.9% | +26.8% | +17.6% |
| 6M | +7.6% | -17.3% | +25.0% | +10.3% |
| YTD | +40.1% | -10.2% | +50.3% | +41.5% |
| 1Y | +45.0% | -6.9% | +52.0% | +45.3% |
| 3Y | +228.1% | +98.7% | +129.5% | +151.9% |
| All | +228.1% | +99.9% | +128.2% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling