+160.0%
GS vs ABNB
-7.2%
+167.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.6% |
| 7D | -0.1% | +2.7% | -2.8% | -1.0% |
| 30D | +3.7% | +10.8% | -7.1% | +0.5% |
| 3M | -10.0% | -2.1% | -7.9% | -9.9% |
| 6M | -1.0% | +32.2% | -33.2% | -9.6% |
| YTD | +7.0% | +33.5% | -26.5% | -2.9% |
| 1Y | +16.6% | +47.8% | -31.2% | +2.9% |
| 3Y | +204.4% | +53.3% | +151.1% | +160.7% |
| 5Y | +160.0% | -5.5% | +165.5% | +130.2% |
| All | +160.0% | -7.2% | +167.2% | +130.2% |
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