+209.9%
BKNG vs GAP
+27.6%
+182.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -10.7% | -6.3% | -4.3% | -9.4% |
| 30D | -18.1% | -0.2% | -17.9% | -18.2% |
| 3M | +8.5% | 0.0% | +8.5% | +8.2% |
| 6M | -0.1% | -8.1% | +8.1% | +1.0% |
| YTD | -18.2% | -16.5% | -1.8% | -15.9% |
| 1Y | -19.9% | -10.5% | -9.4% | -19.2% |
| 3Y | +41.6% | +104.0% | -62.4% | +10.1% |
| 5Y | +93.1% | +6.8% | +86.3% | +64.0% |
| All | +209.9% | +27.6% | +182.3% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling