-13.6%
BKNG vs GM
+37.1%
-50.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.6% | +5.2% | +7.8% |
| 7D | +15.6% | +12.1% | +3.5% | +10.4% |
| 30D | +8.0% | +15.2% | -7.2% | +1.6% |
| 3M | -11.8% | +4.9% | -16.7% | -13.5% |
| 6M | +3.8% | +22.6% | -18.9% | -5.3% |
| YTD | -19.6% | +14.4% | -34.0% | -24.7% |
| 1Y | -13.6% | +39.4% | -53.0% | -29.9% |
| All | -13.6% | +37.1% | -50.7% | -29.9% |
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