+18.5%
ABNB vs GTLB
-10.6%
+29.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -2.8% |
| 7D | -4.4% | +4.6% | -9.0% | -5.5% |
| 30D | -2.0% | +21.0% | -23.0% | -6.6% |
| 3M | +29.8% | +51.7% | -21.9% | +17.4% |
| 6M | +31.0% | +89.3% | -58.3% | +11.6% |
| YTD | +28.6% | +25.6% | +3.0% | +19.4% |
| 1Y | +40.1% | -1.5% | +41.6% | +36.4% |
| All | +18.5% | -10.6% | +29.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling