+1,704.0%
GS vs EBAY
+1,283.6%
+420.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | 0.0% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -2.4% | +13.3% | -15.8% | -6.2% |
| 3M | -15.7% | +11.1% | -26.8% | -18.7% |
| 6M | -6.8% | +13.4% | -20.2% | -11.1% |
| YTD | -0.1% | +41.3% | -41.4% | -11.5% |
| 1Y | +12.1% | +52.8% | -40.7% | -3.2% |
| 3Y | +185.8% | +217.6% | -31.8% | +90.2% |
| 5Y | +140.1% | +76.2% | +63.9% | +88.6% |
| 10Y | +505.2% | +394.8% | +110.4% | +231.2% |
| All | +1,704.0% | +1,283.6% | +420.5% | +439.1% |
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