-13.6%
BKNG vs GPC
+6.5%
-20.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +9.2% |
| 7D | +15.6% | +4.1% | +11.4% | +14.0% |
| 30D | +8.0% | +0.1% | +7.9% | +7.8% |
| 3M | -11.8% | -3.9% | -7.9% | -10.5% |
| 6M | +3.8% | +24.4% | -20.6% | -2.8% |
| YTD | -19.6% | +5.7% | -25.3% | -24.0% |
| 1Y | -13.6% | +6.8% | -20.4% | -19.0% |
| All | -13.6% | +6.5% | -20.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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