+643.2%
GEV vs ABNB
+3.2%
+640.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +4.4% |
| 7D | +8.1% | -4.4% | +12.5% | +9.5% |
| 30D | -1.9% | -2.0% | +0.1% | -1.7% |
| 3M | +4.1% | +29.8% | -25.8% | -6.8% |
| 6M | +23.2% | +31.0% | -7.8% | +9.4% |
| YTD | +48.9% | +28.6% | +20.3% | +32.5% |
| 1Y | +62.2% | +40.1% | +22.1% | +38.4% |
| All | +643.2% | +3.2% | +640.0% | +584.3% |
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