+825.7%
BKNG vs GPC
+1,048.5%
-222.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.1% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -15.9% | -0.4% | -15.5% | -15.6% |
| 3M | +11.1% | +39.2% | -28.1% | -8.4% |
| 6M | -0.7% | +18.2% | -18.9% | -10.5% |
| YTD | -15.4% | +12.1% | -27.5% | -22.6% |
| 1Y | -18.5% | -0.7% | -17.9% | -20.3% |
| 3Y | +46.5% | -1.7% | +48.1% | +35.3% |
| 5Y | +98.8% | +29.3% | +69.5% | +52.1% |
| 10Y | +218.4% | +80.7% | +137.7% | +82.9% |
| All | +825.7% | +1,048.5% | -222.8% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling