-2.4%
ABNB vs GFS
-2.1%
-0.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -9.5% | +3.2% | -12.7% | -10.5% |
| 30D | -9.4% | -9.6% | +0.2% | -6.8% |
| 3M | +29.9% | -38.5% | +68.3% | +48.7% |
| 6M | +26.6% | -1.3% | +27.9% | +17.8% |
| YTD | +23.5% | +31.8% | -8.3% | +0.6% |
| 1Y | +35.8% | +44.6% | -8.7% | +5.3% |
| 3Y | +15.0% | -20.6% | +35.6% | +8.3% |
| All | -2.4% | -2.1% | -0.3% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling