+20.6%
ABNB vs GIS
-20.8%
+41.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.2% |
| 7D | -4.4% | -8.3% | +3.9% | -5.0% |
| 30D | -2.0% | +2.2% | -4.2% | -1.7% |
| 3M | +29.8% | +15.7% | +14.1% | +32.4% |
| 6M | +31.0% | -12.0% | +43.0% | +27.9% |
| YTD | +28.6% | -15.0% | +43.6% | +25.1% |
| 1Y | +40.1% | -20.1% | +60.2% | +34.9% |
| 3Y | +19.7% | -34.6% | +54.3% | +11.7% |
| 5Y | +6.5% | -22.8% | +29.3% | +5.8% |
| All | +20.6% | -20.8% | +41.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 all: compounded portfolio wealth divided by compounded GIS 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…
all analysis · Full analysis span regression · 6 months rolling