+31.3%
ABNB vs GD
+164.2%
-132.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.3% | +11.9% |
| 7D | +15.6% | -5.0% | +20.5% | +17.4% |
| 30D | +18.3% | +8.9% | +9.4% | +14.8% |
| 3M | +25.3% | -8.0% | +33.3% | +28.6% |
| 6M | +35.8% | +2.9% | +32.9% | +34.2% |
| YTD | +40.0% | +7.1% | +32.9% | +35.9% |
| 1Y | +57.6% | +5.9% | +51.7% | +53.6% |
| 3Y | +60.8% | +53.9% | +6.9% | +34.8% |
| 5Y | -5.8% | +95.4% | -101.2% | -26.8% |
| All | +31.3% | +164.2% | -132.9% | +9.9% |
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