+22.9%
ABNB vs GLXY
+7.0%
+15.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.2% | -2.5% |
| 7D | -7.4% | +4.5% | -12.0% | -7.7% |
| 30D | -8.2% | +28.8% | -37.0% | -9.6% |
| 3M | +29.1% | -23.0% | +52.2% | +30.9% |
| 6M | +26.6% | +17.0% | +9.6% | +23.4% |
| YTD | +25.0% | +12.5% | +12.5% | +21.5% |
| 1Y | +37.0% | -5.4% | +42.4% | +34.1% |
| All | +22.9% | +7.0% | +15.9% | +18.7% |
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