+606.9%
GEV vs BKNG
+20.7%
+586.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -1.9% | -10.7% | +8.8% | +1.6% |
| 30D | -8.7% | -18.1% | +9.4% | -2.8% |
| 3M | +6.6% | +8.5% | -1.9% | -0.8% |
| 6M | +10.2% | -0.1% | +10.3% | +4.7% |
| YTD | +41.6% | -18.2% | +59.9% | +52.8% |
| 1Y | +43.9% | -19.9% | +63.7% | +57.6% |
| All | +606.9% | +20.7% | +586.2% | +437.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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