+91.7%
BKNG vs GWW
+219.8%
-128.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -3.1% | -7.5% | -9.6% |
| 30D | -18.1% | -2.3% | -15.8% | -17.5% |
| 3M | +8.5% | -3.3% | +11.8% | +9.4% |
| 6M | -0.1% | +15.4% | -15.4% | -5.7% |
| YTD | -18.2% | +26.7% | -45.0% | -25.9% |
| 1Y | -19.9% | +29.0% | -48.8% | -28.0% |
| 3Y | +41.6% | +89.0% | -47.4% | +8.8% |
| All | +91.7% | +219.8% | -128.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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