-12.8%
BKNG vs GM
+53.0%
-65.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.3% |
| 7D | -6.0% | +1.9% | -7.9% | -6.8% |
| 30D | -6.6% | -1.4% | -5.3% | -6.2% |
| 3M | +15.7% | +5.9% | +9.8% | +13.1% |
| 6M | +14.1% | +12.4% | +1.8% | +8.4% |
| YTD | -9.3% | +8.6% | -18.0% | -12.8% |
| 1Y | -12.8% | +52.6% | -65.4% | -23.0% |
| All | -12.8% | +53.0% | -65.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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