+134.3%
GLD vs ABNB
+16.2%
+118.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +0.9% |
| 7D | +0.1% | -7.4% | +7.6% | +0.3% |
| 30D | +0.2% | -8.2% | +8.4% | +0.3% |
| 3M | +3.2% | +29.1% | -25.9% | +2.9% |
| 6M | -14.6% | +26.6% | -41.2% | -14.9% |
| YTD | +1.8% | +25.0% | -23.2% | +1.4% |
| 1Y | +20.7% | +37.0% | -16.3% | +20.2% |
| 3Y | +126.5% | +16.3% | +110.2% | +125.4% |
| 5Y | +140.0% | +2.2% | +137.9% | +137.1% |
| All | +134.3% | +16.2% | +118.1% | +131.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling