+378.8%
GLW vs ABNB
+24.6%
+354.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.0% |
| 7D | +3.8% | -4.0% | +7.7% | +4.5% |
| 30D | -1.3% | +19.3% | -20.7% | -4.8% |
| 3M | -21.8% | +36.1% | -57.9% | -26.6% |
| 6M | +6.9% | +34.2% | -27.3% | +0.3% |
| YTD | +77.2% | +34.1% | +43.1% | +65.7% |
| 1Y | +123.2% | +45.1% | +78.1% | +105.4% |
| 3Y | +400.0% | +37.1% | +362.9% | +354.5% |
| 5Y | +342.8% | +15.2% | +327.7% | +295.4% |
| All | +378.8% | +24.6% | +354.2% | +334.6% |
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 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