-20.2%
BKNG vs GFI
+29.3%
-49.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -9.8% | -2.7% | -7.1% | -9.8% |
| 30D | -17.9% | +13.2% | -31.1% | -18.1% |
| 3M | +6.6% | +28.5% | -21.9% | +6.1% |
| 6M | +1.1% | -6.2% | +7.3% | -0.6% |
| YTD | -18.2% | +8.7% | -26.9% | -17.9% |
| 1Y | -20.2% | +24.8% | -45.0% | -20.0% |
| All | -20.2% | +29.3% | -49.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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