+17.6%
ABNB vs GFI
+497.0%
-479.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -6.5% | -4.9% | -1.6% | -6.1% |
| 30D | -5.5% | +10.7% | -16.2% | -6.4% |
| 3M | +30.0% | +25.6% | +4.4% | +27.4% |
| 6M | +27.6% | -8.3% | +35.8% | +27.4% |
| YTD | +25.4% | +6.3% | +19.1% | +23.5% |
| 1Y | +38.3% | +22.1% | +16.2% | +34.2% |
| 3Y | +15.5% | +289.2% | -273.7% | -1.4% |
| 5Y | +3.0% | +531.7% | -528.6% | -16.6% |
| All | +17.6% | +497.0% | -479.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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