+90.1%
BKNG vs FGI
-69.1%
+159.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.2% | -3.8% |
| 7D | -13.1% | +14.7% | -27.8% | -13.3% |
| 30D | -18.5% | +67.0% | -85.5% | -19.6% |
| 3M | +5.8% | +31.0% | -25.3% | +4.6% |
| 6M | -2.1% | +126.8% | -128.9% | -4.3% |
| YTD | -18.6% | +35.6% | -54.3% | -19.9% |
| 1Y | -21.7% | +108.9% | -130.6% | -24.0% |
| 3Y | +40.9% | -0.3% | +41.1% | +38.3% |
| All | +90.1% | -69.1% | +159.2% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling