+17.2%
ABNB vs GNRC
-10.1%
+27.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.2% |
| 7D | -7.4% | +3.2% | -10.6% | -8.4% |
| 30D | -8.2% | -9.5% | +1.4% | -5.7% |
| 3M | +29.1% | -28.5% | +57.7% | +40.5% |
| 6M | +26.6% | -10.0% | +36.5% | +25.6% |
| YTD | +25.0% | +36.7% | -11.8% | +5.9% |
| 1Y | +37.0% | +2.6% | +34.4% | +26.8% |
| 3Y | +16.3% | +61.9% | -45.6% | -13.0% |
| 5Y | +2.2% | -59.0% | +61.2% | +7.8% |
| All | +17.2% | -10.1% | +27.4% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling