+39.1%
BKNG vs GGLL
+226.0%
-186.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.7% | -3.1% |
| 7D | -13.1% | -3.9% | -9.2% | -12.6% |
| 30D | -18.5% | -15.4% | -3.2% | -16.6% |
| 3M | +5.8% | -21.9% | +27.7% | +8.7% |
| 6M | -2.1% | +4.5% | -6.6% | -4.9% |
| YTD | -18.6% | -2.4% | -16.2% | -20.2% |
| 1Y | -21.7% | +57.8% | -79.5% | -29.5% |
| All | +39.1% | +226.0% | -186.9% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling