+212.6%
GLW vs ABNB
-6.6%
+219.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.1% | +0.3% |
| 7D | -13.9% | +15.6% | -29.5% | -16.5% |
| 30D | -35.0% | +18.3% | -53.3% | -37.3% |
| 3M | -32.4% | +25.3% | -57.6% | -36.2% |
| 6M | -41.3% | +35.8% | -77.2% | -46.0% |
| YTD | +21.8% | +40.0% | -18.1% | +10.7% |
| 1Y | +21.8% | +57.6% | -35.8% | +7.5% |
| 3Y | +307.7% | +60.8% | +246.9% | +247.4% |
| All | +212.6% | -6.6% | +219.2% | +178.7% |
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 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