+325.5%
GS vs ABNB
+28.0%
+297.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | +1.6% | +11.9% | -10.4% | -1.1% |
| 30D | +1.7% | +12.7% | -11.0% | -1.2% |
| 3M | -11.6% | +1.2% | -12.8% | -12.2% |
| 6M | -1.9% | +32.1% | -34.0% | -8.9% |
| YTD | +5.1% | +37.7% | -32.6% | -3.5% |
| 1Y | +16.4% | +55.5% | -39.1% | +4.0% |
| 3Y | +199.0% | +58.2% | +140.8% | +162.9% |
| 5Y | +157.4% | -2.8% | +160.2% | +129.8% |
| All | +325.5% | +28.0% | +297.5% | +271.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling