+24.8%
GDX vs ABNB
+40.5%
-15.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.6% | +3.4% | +7.0% |
| 7D | +0.8% | +6.2% | -5.5% | -1.2% |
| 30D | -3.2% | +7.5% | -10.7% | -5.6% |
| 3M | +8.6% | +17.6% | -9.1% | +1.9% |
| 6M | -1.2% | +27.0% | -28.3% | -10.3% |
| YTD | -1.4% | +30.0% | -31.3% | -12.8% |
| 1Y | +24.8% | +44.2% | -19.4% | +8.2% |
| All | +24.8% | +40.5% | -15.7% | +8.2% |
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