+193.6%
GDX vs ABNB
+14.8%
+178.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | -5.4% | -9.5% | +4.1% | -4.2% |
| 30D | +6.6% | -9.4% | +15.9% | +7.8% |
| 3M | +30.1% | +29.9% | +0.2% | +25.9% |
| 6M | -7.1% | +26.6% | -33.7% | -9.9% |
| YTD | +12.0% | +23.5% | -11.6% | +8.8% |
| 1Y | +41.2% | +35.8% | +5.4% | +35.7% |
| 3Y | +251.0% | +15.0% | +236.0% | +237.7% |
| 5Y | +226.7% | +1.5% | +225.3% | +204.1% |
| All | +193.6% | +14.8% | +178.8% | +175.7% |
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