+391.6%
EBAY vs GPC
+74.9%
+316.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +3.5% | -6.3% | +9.8% | +5.5% |
| 3M | +16.0% | -8.2% | +24.1% | +18.9% |
| 6M | +7.6% | +27.1% | -19.5% | -1.1% |
| YTD | +40.1% | +3.1% | +37.0% | +36.3% |
| 1Y | +45.0% | +0.1% | +45.0% | +42.4% |
| 3Y | +228.1% | +0.2% | +227.9% | +214.3% |
| 5Y | +78.6% | +4.9% | +73.8% | +68.4% |
| All | +391.6% | +74.9% | +316.8% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling