-2.1%
BKNG vs GE
+1.9%
-4.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.9% |
| 7D | -13.1% | -1.2% | -11.9% | -12.7% |
| 30D | -18.5% | -11.3% | -7.3% | -15.5% |
| 3M | +5.8% | -1.4% | +7.2% | +5.6% |
| 6M | -2.1% | +1.2% | -3.3% | -3.8% |
| All | -2.1% | +1.9% | -4.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 6mo: compounded portfolio wealth divided by compounded GE 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…
6mo analysis · Full analysis span regression · 6 months rolling