+2,064.0%
GS vs EBAY
+1,073.1%
+990.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | +0.9% | -2.1% | +3.0% | +1.6% |
| 30D | -1.6% | -6.7% | +5.1% | +0.3% |
| 3M | -4.5% | -5.0% | +0.5% | -3.5% |
| 6M | +20.9% | +14.6% | +6.2% | +14.7% |
| YTD | +19.9% | +19.8% | +0.1% | +11.9% |
| 1Y | +41.4% | +12.6% | +28.8% | +33.4% |
| 3Y | +239.2% | +141.0% | +98.2% | +146.3% |
| 5Y | +185.0% | +47.5% | +137.5% | +136.2% |
| 10Y | +655.0% | +263.3% | +391.7% | +353.6% |
| All | +2,064.0% | +1,073.1% | +990.9% | +581.5% |
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