+61.0%
ABNB vs GGLL
+194.0%
-133.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +11.9% | +5.1% | +6.8% | +10.7% |
| 30D | +12.7% | -35.5% | +48.2% | +23.3% |
| 3M | +1.2% | -39.2% | +40.3% | +12.1% |
| 6M | +32.1% | -54.4% | +86.5% | +54.5% |
| YTD | +37.7% | -29.8% | +67.6% | +42.0% |
| 1Y | +55.5% | -20.4% | +75.9% | +53.9% |
| 3Y | +58.2% | +149.7% | -91.5% | -1.7% |
| All | +61.0% | +194.0% | -133.0% | -13.9% |
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