+422.8%
GLW vs ABNB
+16.2%
+406.6%
-51.5%
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 | +1.5% | -2.8% | +4.3% | +2.0% |
| 7D | +16.9% | -7.4% | +24.3% | +18.3% |
| 30D | +7.0% | -8.2% | +15.1% | +8.2% |
| 3M | -3.0% | +29.1% | -32.1% | -8.3% |
| 6M | +31.0% | +26.6% | +4.4% | +23.9% |
| YTD | +93.4% | +25.0% | +68.4% | +82.9% |
| 1Y | +134.7% | +37.0% | +97.7% | +117.8% |
| 3Y | +471.8% | +16.3% | +455.5% | +434.7% |
| 5Y | +394.5% | +2.2% | +392.3% | +346.7% |
| All | +422.8% | +16.2% | +406.6% | +379.7% |
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