+39.8%
BKNG vs GPN
-27.4%
+67.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.1% |
| 7D | -10.7% | -3.5% | -7.2% | -9.5% |
| 30D | -18.1% | +3.1% | -21.2% | -18.9% |
| 3M | +8.5% | +42.3% | -33.8% | -3.3% |
| 6M | -0.1% | +20.9% | -20.9% | -6.7% |
| YTD | -18.2% | +15.2% | -33.4% | -22.8% |
| 1Y | -19.9% | +5.4% | -25.3% | -22.8% |
| All | +39.8% | -27.4% | +67.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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