+45.1%
ABNB vs GWRE
-25.4%
+70.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -19.9% | +18.1% | +2.1% |
| 7D | -4.0% | -21.1% | +17.1% | +0.2% |
| 30D | +19.3% | +1.3% | +18.0% | +18.1% |
| 3M | +36.1% | +7.4% | +28.6% | +32.5% |
| 6M | +34.2% | +5.6% | +28.6% | +30.3% |
| YTD | +34.1% | -19.2% | +53.3% | +30.4% |
| 1Y | +45.1% | -25.1% | +70.3% | +42.2% |
| All | +45.1% | -25.4% | +70.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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