+160.3%
EBAY vs GNRC
+61.6%
+98.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.2% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +5.6% | -15.7% | +21.4% | +7.8% |
| 3M | -1.4% | -27.3% | +25.9% | +1.9% |
| 6M | +18.2% | -12.1% | +30.3% | +17.5% |
| YTD | +24.8% | +37.1% | -12.3% | +12.6% |
| 1Y | +18.0% | -0.5% | +18.5% | +13.5% |
| 3Y | +160.3% | +61.5% | +98.7% | +130.0% |
| All | +160.3% | +61.6% | +98.7% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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