+57.5%
EBAY vs GTLB
-50.1%
+107.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.7% |
| 7D | +4.2% | -5.7% | +9.9% | +4.9% |
| 30D | +5.6% | +15.1% | -9.5% | +3.8% |
| 3M | -1.4% | +65.5% | -66.9% | -7.3% |
| 6M | +18.2% | +102.9% | -84.7% | +7.9% |
| YTD | +24.8% | +25.2% | -0.4% | +20.0% |
| 1Y | +18.0% | -5.5% | +23.6% | +16.8% |
| 3Y | +160.3% | -10.9% | +171.2% | +148.1% |
| All | +57.5% | -50.1% | +107.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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