+203.5%
GDX vs ABNB
+24.6%
+178.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -0.4% | -4.0% | +3.6% | +0.1% |
| 30D | +18.6% | +19.3% | -0.7% | +15.9% |
| 3M | +14.9% | +36.1% | -21.2% | +10.5% |
| 6M | -6.3% | +34.2% | -40.5% | -9.7% |
| YTD | +15.7% | +34.1% | -18.3% | +11.3% |
| 1Y | +54.8% | +45.1% | +9.7% | +47.6% |
| 3Y | +253.4% | +37.1% | +216.3% | +233.1% |
| 5Y | +219.7% | +15.2% | +204.5% | +194.7% |
| All | +203.5% | +24.6% | +178.8% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling