+103.4%
GLD vs EBAY
+78.6%
+24.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.7% |
| 7D | -5.5% | -2.6% | -2.9% | -5.3% |
| 30D | -7.0% | +3.2% | -10.2% | -7.2% |
| 3M | -12.4% | +17.8% | -30.1% | -13.3% |
| 6M | -18.0% | +9.5% | -27.5% | -18.6% |
| YTD | -10.5% | +39.2% | -49.7% | -12.5% |
| 1Y | -8.1% | +38.6% | -46.7% | -10.2% |
| 3Y | +97.7% | +216.8% | -119.1% | +82.5% |
| 5Y | +103.4% | +77.5% | +25.9% | +85.6% |
| All | +103.4% | +78.6% | +24.9% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 5y: compounded portfolio wealth divided by compounded EBAY 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…
5y analysis · Full analysis span regression · 6 months rolling