+39.9%
BKNG vs GNRC
+61.6%
-21.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.4% |
| 7D | -9.8% | -0.2% | -9.6% | -9.8% |
| 30D | -17.9% | -15.7% | -2.1% | -15.9% |
| 3M | +6.6% | -27.3% | +33.9% | +10.7% |
| 6M | +1.1% | -12.1% | +13.1% | +0.7% |
| YTD | -18.2% | +37.1% | -55.3% | -26.0% |
| 1Y | -20.2% | -0.5% | -19.7% | -23.4% |
| 3Y | +39.9% | +61.5% | -21.7% | +21.4% |
| All | +39.9% | +61.6% | -21.7% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling