+20.6%
ABNB vs GDXJ
+172.9%
-152.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -4.4% | +4.3% | -8.7% | -5.2% |
| 30D | -2.0% | +8.4% | -10.4% | -3.8% |
| 3M | +29.8% | +25.5% | +4.3% | +23.5% |
| 6M | +31.0% | -6.3% | +37.3% | +30.9% |
| YTD | +28.6% | +12.1% | +16.5% | +22.7% |
| 1Y | +40.1% | +51.1% | -11.0% | +23.8% |
| 3Y | +19.7% | +296.1% | -276.4% | -21.1% |
| 5Y | +6.5% | +228.1% | -221.6% | -28.8% |
| All | +20.6% | +172.9% | -152.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GDXJ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling