-0.9%
ABNB vs GFS
0.0%
-0.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +0.8% |
| 7D | -6.5% | +3.8% | -10.3% | -7.6% |
| 30D | -5.5% | -11.7% | +6.2% | -2.0% |
| 3M | +30.0% | -41.8% | +71.8% | +52.1% |
| 6M | +27.6% | +6.6% | +20.9% | +15.5% |
| YTD | +25.4% | +34.6% | -9.2% | +1.4% |
| 1Y | +38.3% | +46.2% | -7.8% | +6.9% |
| 3Y | +15.5% | -20.3% | +35.8% | +9.0% |
| All | -0.9% | 0.0% | -0.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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