+39.8%
BKNG vs GWRE
+49.2%
-9.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -10.7% | -30.9% | +20.3% | -3.4% |
| 30D | -18.1% | -20.7% | +2.6% | -14.6% |
| 3M | +8.5% | +20.2% | -11.6% | +2.3% |
| 6M | -0.1% | -11.9% | +11.8% | 0.0% |
| YTD | -18.2% | -30.3% | +12.1% | -14.8% |
| 1Y | -19.9% | -44.6% | +24.8% | -12.3% |
| All | +39.8% | +49.2% | -9.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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