+116.4%
GLD vs ABNB
+30.1%
+86.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -1.0% |
| 7D | +4.7% | +15.6% | -10.9% | +4.4% |
| 30D | -0.9% | +18.3% | -19.2% | -1.2% |
| 3M | -4.4% | +25.3% | -29.7% | -4.8% |
| 6M | -13.6% | +35.8% | -49.4% | -14.0% |
| YTD | -6.0% | +40.0% | -46.0% | -6.5% |
| 1Y | +1.8% | +57.6% | -55.9% | +1.1% |
| 3Y | +103.2% | +60.8% | +42.4% | +101.1% |
| 5Y | +119.3% | -5.8% | +125.1% | +115.9% |
| All | +116.4% | +30.1% | +86.2% | +113.2% |
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 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