+17.6%
ABNB vs GM
+103.8%
-86.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -6.5% | -2.4% | -4.0% | -5.3% |
| 30D | -5.5% | -1.1% | -4.4% | -5.1% |
| 3M | +30.0% | +6.1% | +23.9% | +26.0% |
| 6M | +27.6% | +15.0% | +12.6% | +18.3% |
| YTD | +25.4% | +6.0% | +19.4% | +20.2% |
| 1Y | +38.3% | +47.1% | -8.8% | +11.7% |
| 3Y | +15.5% | +170.5% | -155.0% | -36.7% |
| 5Y | +3.0% | +80.5% | -77.5% | -33.1% |
| All | +17.6% | +103.8% | -86.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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