+25.7%
ABNB vs GPC
+66.6%
-40.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | -4.0% | +1.2% | -5.2% | -4.4% |
| 30D | +19.3% | +6.0% | +13.3% | +16.6% |
| 3M | +36.1% | +42.6% | -6.6% | +16.8% |
| 6M | +34.2% | +22.8% | +11.5% | +22.3% |
| YTD | +34.1% | +15.5% | +18.6% | +23.1% |
| 1Y | +45.1% | +2.0% | +43.1% | +40.9% |
| 3Y | +37.1% | -1.4% | +38.5% | +30.1% |
| 5Y | +15.2% | +30.6% | -15.4% | -6.3% |
| All | +25.7% | +66.6% | -40.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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