+25.2%
ABNB vs GD
+174.1%
-148.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +10.8% | +9.5% | +1.3% | +7.4% |
| 3M | -2.1% | -5.8% | +3.8% | -0.3% |
| 6M | +32.2% | +7.7% | +24.4% | +28.7% |
| YTD | +33.5% | +11.1% | +22.4% | +28.1% |
| 1Y | +47.8% | +6.1% | +41.7% | +44.1% |
| 3Y | +53.3% | +59.8% | -6.5% | +27.0% |
| 5Y | -5.5% | +104.6% | -110.1% | -27.4% |
| All | +25.2% | +174.1% | -148.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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