+259.7%
GDX vs ABNB
+21.3%
+238.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | +4.0% | -4.4% | +8.3% | +4.7% |
| 30D | +9.5% | -2.0% | +11.5% | +9.7% |
| 3M | +25.1% | +29.8% | -4.7% | +20.1% |
| 6M | -2.9% | +31.0% | -33.9% | -7.0% |
| YTD | +14.7% | +28.6% | -13.9% | +9.9% |
| 1Y | +47.4% | +40.1% | +7.4% | +39.9% |
| 3Y | +259.7% | +19.7% | +240.0% | +228.2% |
| All | +259.7% | +21.3% | +238.4% | +228.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling