+983.8%
BKNG vs GM
+232.1%
+751.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.6% |
| 7D | -10.7% | -1.1% | -9.6% | -10.2% |
| 30D | -18.1% | -3.4% | -14.7% | -17.0% |
| 3M | +8.5% | +8.7% | -0.2% | +4.9% |
| 6M | -0.1% | +15.4% | -15.5% | -5.9% |
| YTD | -18.2% | +6.6% | -24.8% | -20.8% |
| 1Y | -19.9% | +51.5% | -71.3% | -32.7% |
| 3Y | +41.6% | +169.3% | -127.7% | -10.6% |
| 5Y | +93.1% | +81.6% | +11.6% | +38.9% |
| 10Y | +214.8% | +240.7% | -25.9% | +60.0% |
| All | +983.8% | +232.1% | +751.7% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling