+45.1%
ABNB vs GNRC
+6.8%
+38.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.9% |
| 7D | -4.0% | +1.9% | -5.9% | -4.1% |
| 30D | +19.3% | -13.8% | +33.1% | +20.3% |
| 3M | +36.1% | -32.6% | +68.7% | +39.6% |
| 6M | +34.2% | -15.2% | +49.4% | +32.2% |
| YTD | +34.1% | +37.4% | -3.3% | +23.7% |
| 1Y | +45.1% | +5.1% | +40.0% | +37.8% |
| All | +45.1% | +6.8% | +38.3% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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