+140.2%
GS vs ABNB
-16.3%
+156.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.5% | -2.8% | -5.4% |
| 7D | -6.3% | +2.2% | -8.5% | -6.9% |
| 30D | -3.1% | +6.1% | -9.2% | -4.7% |
| 3M | -17.7% | +11.6% | -29.2% | -20.7% |
| 6M | -4.6% | +21.8% | -26.3% | -10.7% |
| YTD | +0.3% | +25.4% | -25.0% | -7.1% |
| 1Y | +11.7% | +38.9% | -27.2% | +0.5% |
| 3Y | +183.6% | +38.7% | +144.8% | +149.7% |
| All | +140.2% | -16.3% | +156.6% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling