+29.1%
ABNB vs GH
+20.9%
+8.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.2% | +3.6% |
| 7D | -1.7% | +0.6% | -2.2% | -1.9% |
| 30D | +11.8% | -6.9% | +18.7% | +13.1% |
| 3M | +0.9% | -4.9% | +5.8% | +1.1% |
| 6M | +40.5% | +54.1% | -13.6% | +24.8% |
| YTD | +37.6% | +48.5% | -10.9% | +22.2% |
| 1Y | +54.1% | +61.2% | -7.0% | +33.7% |
| 3Y | +56.8% | +570.3% | -513.6% | -15.9% |
| 5Y | -9.6% | +46.1% | -55.7% | -33.6% |
| All | +29.1% | +20.9% | +8.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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