+323.7%
GS vs ABNB
+30.3%
+293.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +0.8% | +11.2% | -10.4% | -1.7% |
| 30D | +1.2% | +14.7% | -13.5% | -2.0% |
| 3M | -12.4% | +6.9% | -19.3% | -14.1% |
| 6M | -2.3% | +34.5% | -36.8% | -9.6% |
| YTD | +4.6% | +40.2% | -35.6% | -4.3% |
| 1Y | +17.5% | +57.4% | -39.9% | +4.7% |
| 3Y | +202.0% | +64.7% | +137.3% | +163.5% |
| 5Y | +152.4% | -2.3% | +154.6% | +124.6% |
| All | +323.7% | +30.3% | +293.3% | +268.0% |
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