+20.6%
ABNB vs GME
+475.9%
-455.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.0% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | -2.0% | -1.4% | -0.6% | -1.9% |
| 3M | +29.8% | -15.1% | +45.0% | +31.3% |
| 6M | +31.0% | -22.5% | +53.5% | +33.3% |
| YTD | +28.6% | -5.9% | +34.5% | +28.9% |
| 1Y | +40.1% | -18.6% | +58.7% | +41.7% |
| 3Y | +19.7% | +6.7% | +13.0% | +7.9% |
| 5Y | +6.5% | -62.0% | +68.5% | -0.6% |
| All | +20.6% | +475.9% | -455.3% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling