+328.5%
GS vs ABNB
+27.9%
+300.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.4% |
| 7D | +5.9% | -1.7% | +7.5% | +6.2% |
| 30D | +4.3% | +11.8% | -7.5% | +1.5% |
| 3M | -11.7% | +0.9% | -12.6% | -12.2% |
| 6M | -3.2% | +40.5% | -43.6% | -11.3% |
| YTD | +5.8% | +37.6% | -31.8% | -2.9% |
| 1Y | +16.0% | +54.1% | -38.1% | +3.8% |
| 3Y | +199.8% | +56.8% | +143.0% | +163.9% |
| 5Y | +155.5% | -9.6% | +165.1% | +129.0% |
| All | +328.5% | +27.9% | +300.6% | +273.6% |
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 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