+816.6%
GLD vs EBAY
+410.1%
+406.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | -0.5% |
| 30D | +4.4% | -6.7% | +11.1% | +4.5% |
| 3M | -1.1% | -5.0% | +3.9% | -1.0% |
| 6M | -13.8% | +14.6% | -28.4% | -14.0% |
| YTD | +2.6% | +19.8% | -17.2% | +2.3% |
| 1Y | +24.5% | +12.6% | +11.9% | +24.1% |
| 3Y | +125.8% | +141.0% | -15.1% | +122.8% |
| 5Y | +137.8% | +47.5% | +90.3% | +134.8% |
| 10Y | +221.4% | +263.3% | -41.9% | +217.4% |
| All | +816.6% | +410.1% | +406.4% | +818.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling