+15.5%
ABNB vs GWRE
+50.1%
-34.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -6.5% | -13.2% | +6.8% | -3.1% |
| 30D | -5.5% | -18.6% | +13.1% | -1.6% |
| 3M | +30.0% | +18.9% | +11.1% | +23.3% |
| 6M | +27.6% | -11.0% | +38.5% | +28.3% |
| YTD | +25.4% | -29.9% | +55.3% | +32.9% |
| 1Y | +38.3% | -44.3% | +82.7% | +55.3% |
| 3Y | +15.5% | +51.7% | -36.2% | -16.2% |
| All | +15.5% | +50.1% | -34.6% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling