+6.7%
ABNB vs GTLB
-47.1%
+53.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | -4.0% | +11.1% | -15.0% | -6.9% |
| 30D | +19.3% | +37.8% | -18.5% | +8.9% |
| 3M | +36.1% | +61.6% | -25.5% | +18.5% |
| 6M | +34.2% | +98.9% | -64.7% | +8.8% |
| YTD | +34.1% | +32.8% | +1.3% | +20.5% |
| 1Y | +45.1% | +14.7% | +30.5% | +34.0% |
| 3Y | +37.1% | +1.3% | +35.8% | +21.2% |
| All | +6.7% | -47.1% | +53.8% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling