+39.8%
BKNG vs GEN
+58.8%
-18.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -10.7% | -4.3% | -6.3% | -9.3% |
| 30D | -18.1% | +3.8% | -21.9% | -19.2% |
| 3M | +8.5% | +22.3% | -13.7% | +1.6% |
| 6M | -0.1% | +39.0% | -39.0% | -11.0% |
| YTD | -18.2% | +11.9% | -30.1% | -21.8% |
| 1Y | -19.9% | +4.5% | -24.4% | -21.8% |
| All | +39.8% | +58.8% | -18.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling