+209.9%
BKNG vs GNRC
+433.2%
-223.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | -10.7% | -0.7% | -9.9% | -10.5% |
| 30D | -18.1% | -15.8% | -2.3% | -15.1% |
| 3M | +8.5% | -24.0% | +32.5% | +14.0% |
| 6M | -0.1% | -13.8% | +13.7% | +0.8% |
| YTD | -18.2% | +33.2% | -51.4% | -26.6% |
| 1Y | -19.9% | -1.8% | -18.1% | -23.2% |
| 3Y | +41.6% | +57.7% | -16.1% | +16.1% |
| 5Y | +93.1% | -59.7% | +152.9% | +115.6% |
| All | +209.9% | +433.2% | -223.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling