-20.0%
BKNG vs GD
+7.0%
-27.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | +1.1% | +9.5% | -8.3% | -0.6% |
| 3M | -24.6% | -5.8% | -18.7% | -24.3% |
| 6M | +2.0% | +7.7% | -5.7% | +0.8% |
| YTD | -24.7% | +11.1% | -35.7% | -27.0% |
| 1Y | -20.0% | +6.1% | -26.1% | -21.0% |
| All | -20.0% | +7.0% | -27.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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