+15.9%
ABNB vs GME
+521.6%
-505.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -9.5% | +6.0% | -15.5% | -9.9% |
| 30D | -9.4% | +8.3% | -17.7% | -9.9% |
| 3M | +29.9% | -9.1% | +38.9% | +30.6% |
| 6M | +26.6% | -16.3% | +42.9% | +28.0% |
| YTD | +23.5% | +1.5% | +22.0% | +23.1% |
| 1Y | +35.8% | -16.3% | +52.2% | +37.1% |
| 3Y | +15.0% | +15.1% | -0.2% | +3.0% |
| 5Y | +1.5% | -57.2% | +58.6% | -5.9% |
| All | +15.9% | +521.6% | -505.8% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling