+185.8%
GS vs ABNB
+54.2%
+131.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.0% | -4.0% |
| 7D | -3.2% | +15.6% | -18.8% | -7.7% |
| 30D | -2.4% | +18.3% | -20.7% | -7.7% |
| 3M | -15.7% | +25.3% | -41.0% | -22.6% |
| 6M | -6.8% | +35.8% | -42.6% | -17.2% |
| YTD | -0.1% | +40.0% | -40.0% | -12.6% |
| 1Y | +12.1% | +57.6% | -45.5% | -6.2% |
| 3Y | +185.8% | +60.8% | +125.0% | +124.0% |
| All | +185.8% | +54.2% | +131.6% | +124.0% |
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 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