+91.7%
BKNG vs GAP
+5.7%
+86.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | -10.7% | -6.3% | -4.3% | -9.5% |
| 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% | +0.9% |
| YTD | -18.2% | -16.5% | -1.8% | -16.2% |
| 1Y | -19.9% | -10.5% | -9.4% | -19.2% |
| 3Y | +41.6% | +104.0% | -62.4% | +12.6% |
| All | +91.7% | +5.7% | +86.0% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling