+93.1%
BKNG vs GPC
+29.3%
+63.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -10.7% | -1.8% | -8.9% | -10.1% |
| 30D | -18.1% | +0.1% | -18.2% | -18.1% |
| 3M | +8.5% | +37.4% | -28.8% | -2.8% |
| 6M | -0.1% | +25.4% | -25.5% | -7.8% |
| YTD | -18.2% | +12.2% | -30.4% | -22.6% |
| 1Y | -19.9% | -0.3% | -19.5% | -21.0% |
| 3Y | +41.6% | -1.6% | +43.2% | +35.2% |
| 5Y | +93.1% | +31.0% | +62.1% | +45.5% |
| All | +93.1% | +29.3% | +63.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling