+31.5%
ABNB vs GD
+170.2%
-138.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | +11.2% | -3.0% | +14.3% | +12.2% |
| 30D | +14.7% | +9.3% | +5.4% | +11.3% |
| 3M | +6.9% | -7.2% | +14.1% | +9.3% |
| 6M | +34.5% | +5.5% | +29.0% | +31.9% |
| YTD | +40.2% | +9.5% | +30.7% | +35.2% |
| 1Y | +57.4% | +6.4% | +51.0% | +53.2% |
| 3Y | +64.7% | +59.8% | +4.9% | +36.3% |
| 5Y | -2.3% | +98.0% | -100.2% | -24.6% |
| All | +31.5% | +170.2% | -138.7% | +9.3% |
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