+83.2%
BKNG vs GFS
-2.1%
+85.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | +3.2% | -13.9% | -11.2% |
| 30D | -18.1% | -9.6% | -8.5% | -16.7% |
| 3M | +8.5% | -38.5% | +47.0% | +17.7% |
| 6M | -0.1% | -1.3% | +1.2% | -4.9% |
| YTD | -18.2% | +31.8% | -50.0% | -28.1% |
| 1Y | -19.9% | +44.6% | -64.4% | -31.6% |
| 3Y | +41.6% | -20.6% | +62.2% | +35.2% |
| All | +83.2% | -2.1% | +85.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 all: compounded portfolio wealth divided by compounded GFS 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…
all analysis · Full analysis span regression · 6 months rolling