+199.0%
GS vs ABNB
+63.2%
+135.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | +1.6% | +11.9% | -10.4% | -2.1% |
| 30D | +1.7% | +12.7% | -11.0% | -2.4% |
| 3M | -11.6% | +1.2% | -12.8% | -12.4% |
| 6M | -1.9% | +32.1% | -34.0% | -12.1% |
| YTD | +5.1% | +37.7% | -32.6% | -7.7% |
| 1Y | +16.4% | +55.5% | -39.1% | -2.3% |
| 3Y | +199.0% | +58.2% | +140.8% | +134.8% |
| All | +199.0% | +63.2% | +135.8% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling