+14,028.3%
EBAY vs GWW
+4,472.7%
+9,555.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -3.6% | -1.4% | -2.2% | -3.2% |
| 3M | -4.4% | -3.6% | -0.8% | -3.5% |
| 6M | +12.1% | +15.1% | -3.1% | +4.9% |
| YTD | +19.9% | +27.5% | -7.5% | +7.2% |
| 1Y | +13.4% | +29.6% | -16.2% | +0.4% |
| 3Y | +150.5% | +90.1% | +60.4% | +85.3% |
| 5Y | +54.8% | +222.6% | -167.8% | -9.2% |
| 10Y | +268.1% | +566.5% | -298.4% | +43.8% |
| All | +14,028.3% | +4,472.7% | +9,555.5% | +2,208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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