+2.8%
GLD vs ABNB
+40.5%
-37.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +3.1% |
| 7D | -0.3% | +6.2% | -6.5% | -0.9% |
| 30D | -1.9% | +7.5% | -9.4% | -2.6% |
| 3M | -0.4% | +17.6% | -18.1% | -2.2% |
| 6M | -10.2% | +27.0% | -37.2% | -12.4% |
| YTD | -6.0% | +30.0% | -36.0% | -9.0% |
| 1Y | +2.8% | +44.2% | -41.3% | -0.5% |
| All | +2.8% | +40.5% | -37.7% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling