-12.8%
BKNG vs FGI
+81.8%
-94.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.5% | -1.0% |
| 7D | -6.0% | +0.5% | -6.5% | -6.0% |
| 30D | -6.6% | +65.4% | -72.0% | -7.3% |
| 3M | +15.7% | +23.5% | -7.8% | +15.0% |
| 6M | +14.1% | +60.5% | -46.4% | +13.8% |
| YTD | -9.3% | +30.0% | -39.3% | -9.5% |
| 1Y | -12.8% | +82.1% | -94.8% | -12.2% |
| All | -12.8% | +81.8% | -94.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling