+78.3%
BKNG vs GTLB
-49.8%
+128.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -10.7% | -4.1% | -6.6% | -10.0% |
| 30D | -18.1% | +12.3% | -30.4% | -19.7% |
| 3M | +8.5% | +65.9% | -57.4% | 0.0% |
| 6M | -0.1% | +104.0% | -104.0% | -11.6% |
| YTD | -18.2% | +26.0% | -44.3% | -22.4% |
| 1Y | -19.9% | -3.5% | -16.4% | -21.3% |
| 3Y | +41.6% | -9.6% | +51.3% | +34.5% |
| All | +78.3% | -49.8% | +128.1% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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