+459.7%
GLW vs BKNG
+41.2%
+418.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | +11.7% | -10.7% | +22.4% | +12.4% |
| 30D | +2.7% | -18.1% | +20.8% | +3.9% |
| 3M | -2.8% | +8.5% | -11.3% | -6.1% |
| 6M | +20.2% | -0.1% | +20.2% | +17.4% |
| YTD | +87.3% | -18.2% | +105.5% | +94.4% |
| 1Y | +119.6% | -19.9% | +139.5% | +128.8% |
| All | +459.7% | +41.2% | +418.5% | +378.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling