+31.3%
ABNB vs GLXY
-32.0%
+63.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +13.2% | -16.3% | -3.5% |
| 7D | +2.7% | +14.3% | -11.6% | +2.2% |
| 30D | +10.8% | -19.6% | +30.4% | +11.4% |
| 3M | -2.1% | -20.7% | +18.6% | -1.7% |
| 6M | +32.2% | -49.6% | +81.8% | +35.8% |
| YTD | +33.5% | -28.6% | +62.0% | +32.0% |
| 1Y | +47.8% | -48.0% | +95.9% | +48.1% |
| All | +31.3% | -32.0% | +63.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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