+50.4%
ABNB vs GGLL
+328.4%
-278.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -4.4% | +1.9% | -6.2% | -4.8% |
| 30D | -2.0% | -9.7% | +7.8% | +0.4% |
| 3M | +29.8% | -18.0% | +47.9% | +34.1% |
| 6M | +31.0% | +15.3% | +15.8% | +22.0% |
| YTD | +28.6% | +2.2% | +26.4% | +23.1% |
| 1Y | +40.1% | +73.1% | -33.0% | +13.9% |
| 3Y | +19.7% | +242.7% | -223.0% | -29.7% |
| All | +50.4% | +328.4% | -278.0% | -25.3% |
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