+91.7%
BKNG vs GM
+78.3%
+13.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -9.8% | -2.4% | -7.4% | -9.0% |
| 30D | -17.9% | -1.1% | -16.8% | -17.6% |
| 3M | +6.6% | +6.1% | +0.5% | +4.3% |
| 6M | +1.1% | +15.0% | -13.9% | -4.0% |
| YTD | -18.2% | +6.0% | -24.2% | -20.3% |
| 1Y | -20.2% | +47.1% | -67.3% | -30.9% |
| 3Y | +39.9% | +170.5% | -130.6% | -10.1% |
| All | +91.7% | +78.3% | +13.4% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling