-14.4%
BKNG vs GLXY
+15.1%
-29.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.7% | -9.5% | -6.7% |
| 7D | -7.9% | +15.5% | -23.3% | -8.0% |
| 30D | -15.9% | +34.1% | -50.0% | -16.3% |
| 3M | +11.1% | -11.3% | +22.4% | +12.1% |
| 6M | -0.7% | +31.6% | -32.3% | -2.8% |
| YTD | -15.4% | +21.0% | -36.4% | -17.0% |
| 1Y | -18.5% | +11.7% | -30.2% | -20.0% |
| All | -14.4% | +15.1% | -29.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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