+642.6%
GS vs EBAY
+264.9%
+377.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | +0.2% | -6.3% | +6.5% | +2.0% |
| 3M | -0.3% | -3.3% | +2.9% | +0.1% |
| 6M | +27.4% | +13.5% | +13.9% | +21.0% |
| YTD | +19.6% | +21.2% | -1.5% | +10.8% |
| 1Y | +42.5% | +13.9% | +28.6% | +33.4% |
| 3Y | +240.4% | +153.1% | +87.3% | +132.3% |
| 5Y | +188.9% | +54.5% | +134.4% | +127.7% |
| 10Y | +642.6% | +262.7% | +379.9% | +299.6% |
| All | +642.6% | +264.9% | +377.6% | +299.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling