+60.9%
ABNB vs GGLL
+210.8%
-149.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.6% |
| 7D | -1.7% | +7.7% | -9.4% | -3.5% |
| 30D | +11.8% | -30.2% | +42.0% | +20.0% |
| 3M | +0.9% | -31.3% | +32.2% | +8.6% |
| 6M | +40.5% | -52.1% | +92.6% | +62.6% |
| YTD | +37.6% | -25.9% | +63.5% | +40.0% |
| 1Y | +54.1% | -8.5% | +62.6% | +47.1% |
| 3Y | +56.8% | +165.5% | -108.8% | -4.2% |
| All | +60.9% | +210.8% | -149.9% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling