+123.2%
GLW vs ABNB
+46.0%
+77.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.6% |
| 7D | +3.8% | -4.0% | +7.7% | +3.5% |
| 30D | -1.3% | +19.3% | -20.7% | -1.9% |
| 3M | -21.8% | +36.1% | -57.9% | -22.7% |
| 6M | +6.9% | +34.2% | -27.3% | +4.4% |
| YTD | +77.2% | +34.1% | +43.1% | +72.6% |
| 1Y | +123.2% | +45.1% | +78.1% | +112.6% |
| All | +123.2% | +46.0% | +77.3% | +112.6% |
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