+149.6%
GDX vs ABNB
+27.9%
+121.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.7% |
| 7D | -6.8% | -1.7% | -5.1% | -6.6% |
| 30D | -2.1% | +11.8% | -13.9% | -3.6% |
| 3M | -7.5% | +0.9% | -8.4% | -7.8% |
| 6M | -15.2% | +40.5% | -55.6% | -18.8% |
| YTD | -4.8% | +37.6% | -42.4% | -8.9% |
| 1Y | +6.7% | +54.1% | -47.4% | +0.9% |
| 3Y | +212.7% | +56.8% | +156.0% | +190.4% |
| 5Y | +151.7% | -9.6% | +161.2% | +130.8% |
| All | +149.6% | +27.9% | +121.7% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling