+387.1%
GLW vs ABNB
+7.1%
+380.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.1% | +11.6% | +8.4% |
| 7D | +14.0% | -4.4% | +18.4% | +14.9% |
| 30D | +0.4% | -2.0% | +2.3% | +0.3% |
| 3M | -11.3% | +29.8% | -41.2% | -17.3% |
| 6M | +35.1% | +31.0% | +4.1% | +25.2% |
| YTD | +90.5% | +28.6% | +61.9% | +76.8% |
| 1Y | +132.0% | +40.1% | +92.0% | +110.5% |
| 3Y | +463.3% | +19.7% | +443.6% | +414.7% |
| All | +387.1% | +7.1% | +380.0% | +328.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling