+155.6%
GS vs ABNB
-9.4%
+165.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.5% |
| 7D | +5.9% | -1.7% | +7.5% | +6.3% |
| 30D | +4.3% | +11.8% | -7.5% | +0.9% |
| 3M | -11.7% | +0.9% | -12.6% | -12.3% |
| 6M | -3.2% | +40.5% | -43.6% | -13.1% |
| YTD | +5.8% | +37.6% | -31.8% | -4.8% |
| 1Y | +16.0% | +54.1% | -38.1% | +1.1% |
| 3Y | +199.8% | +56.8% | +143.0% | +154.9% |
| All | +155.6% | -9.4% | +165.0% | +127.4% |
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