-12.8%
BKNG vs GGLL
+80.0%
-92.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -6.0% | -4.8% | -1.2% | -5.5% |
| 30D | -6.6% | -13.7% | +7.1% | -5.2% |
| 3M | +15.7% | -21.9% | +37.5% | +17.7% |
| 6M | +14.1% | +11.7% | +2.5% | +9.7% |
| YTD | -9.3% | +2.3% | -11.6% | -11.5% |
| 1Y | -12.8% | +76.2% | -88.9% | -18.2% |
| All | -12.8% | +80.0% | -92.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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