+833.1%
GLW vs BKNG
+217.3%
+615.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +11.7% | -10.7% | +22.4% | +16.1% |
| 30D | +2.7% | -18.1% | +20.8% | +9.8% |
| 3M | -2.8% | +8.5% | -11.3% | -8.7% |
| 6M | +20.2% | -0.1% | +20.2% | +15.3% |
| YTD | +87.3% | -18.2% | +105.5% | +93.8% |
| 1Y | +119.6% | -19.9% | +139.5% | +128.2% |
| 3Y | +453.7% | +41.6% | +412.1% | +329.7% |
| 5Y | +376.1% | +93.1% | +283.0% | +202.3% |
| All | +833.1% | +217.3% | +615.8% | +333.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling