+53.6%
EBAY vs GTLB
-49.8%
+103.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | -0.8% | -4.1% | +3.3% | -0.3% |
| 30D | -0.6% | +12.3% | -12.9% | -2.1% |
| 3M | -1.0% | +65.9% | -66.9% | -6.9% |
| 6M | +16.3% | +104.0% | -87.7% | +6.1% |
| YTD | +21.7% | +26.0% | -4.3% | +16.9% |
| 1Y | +16.5% | -3.5% | +20.0% | +15.0% |
| 3Y | +154.2% | -9.6% | +163.8% | +141.9% |
| All | +53.6% | -49.8% | +103.4% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling