+45.1%
ABNB vs GME
-15.8%
+60.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.0% | +7.2% | -11.2% | -5.2% |
| 30D | +19.3% | +0.8% | +18.5% | +19.1% |
| 3M | +36.1% | -14.0% | +50.0% | +40.1% |
| 6M | +34.2% | -19.7% | +54.0% | +39.4% |
| YTD | +34.1% | -4.6% | +38.6% | +37.6% |
| 1Y | +45.1% | -14.3% | +59.5% | +49.4% |
| All | +45.1% | -15.8% | +60.9% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling