+63.9%
ABNB vs GGLL
+195.8%
-131.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.4% |
| 7D | +11.2% | +6.3% | +4.9% | +9.7% |
| 30D | +14.7% | -35.1% | +49.8% | +25.4% |
| 3M | +6.9% | -37.7% | +44.5% | +17.7% |
| 6M | +34.5% | -54.1% | +88.6% | +57.1% |
| YTD | +40.2% | -29.4% | +69.6% | +44.4% |
| 1Y | +57.4% | -13.4% | +70.8% | +52.0% |
| 3Y | +64.7% | +158.3% | -93.6% | +1.1% |
| All | +63.9% | +195.8% | -131.9% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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