+14.5%
GS vs EBAY
+46.7%
-32.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +1.6% | +4.1% | -2.6% | +1.0% |
| 30D | +1.7% | +10.1% | -8.4% | +0.3% |
| 3M | -11.6% | +15.0% | -26.6% | -13.3% |
| 6M | -1.9% | +15.4% | -17.3% | -4.5% |
| YTD | +5.1% | +43.1% | -38.1% | -4.5% |
| All | +14.5% | +46.7% | -32.2% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling