+31.5%
BKNG vs FGI
+5.7%
+25.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.6% |
| 7D | -6.3% | +6.9% | -13.2% | -6.3% |
| 30D | +1.1% | +3.9% | -2.8% | +1.1% |
| 3M | -24.6% | +74.3% | -98.8% | -24.9% |
| 6M | +2.0% | +28.9% | -26.9% | +1.6% |
| YTD | -24.7% | +39.1% | -63.8% | -24.7% |
| 1Y | -20.0% | +49.3% | -69.3% | -20.0% |
| All | +31.5% | +5.7% | +25.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling