+139.3%
GS vs ABNB
-6.6%
+145.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.0% | -3.5% |
| 7D | -3.2% | +15.6% | -18.8% | -7.1% |
| 30D | -2.4% | +18.3% | -20.7% | -7.0% |
| 3M | -15.7% | +25.3% | -41.0% | -21.5% |
| 6M | -6.8% | +35.8% | -42.6% | -15.4% |
| YTD | -0.1% | +40.0% | -40.0% | -10.4% |
| 1Y | +12.1% | +57.6% | -45.5% | -2.8% |
| 3Y | +185.8% | +60.8% | +125.0% | +141.7% |
| All | +139.3% | -6.6% | +145.9% | +110.8% |
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 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