+54.8%
GDX vs ABNB
+46.0%
+8.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -0.4% | -4.0% | +3.6% | +0.7% |
| 30D | +18.6% | +19.3% | -0.7% | +12.1% |
| 3M | +14.9% | +36.1% | -21.2% | +4.3% |
| 6M | -6.3% | +34.2% | -40.5% | -15.0% |
| YTD | +15.7% | +34.1% | -18.3% | +3.1% |
| 1Y | +54.8% | +45.1% | +9.7% | +37.6% |
| All | +54.8% | +46.0% | +8.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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