+1,188.0%
GLW vs BKNG
+919.5%
+268.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -6.7% | +14.3% | +9.0% |
| 7D | +14.0% | -7.9% | +21.9% | +15.9% |
| 30D | +0.4% | -15.9% | +16.3% | +3.8% |
| 3M | -11.3% | +11.1% | -22.4% | -14.5% |
| 6M | +35.1% | -0.7% | +35.8% | +32.6% |
| YTD | +90.5% | -15.4% | +106.0% | +92.7% |
| 1Y | +132.0% | -18.5% | +150.6% | +136.1% |
| 3Y | +463.3% | +46.5% | +416.9% | +399.0% |
| 5Y | +382.5% | +98.8% | +283.7% | +293.7% |
| 10Y | +837.6% | +218.4% | +619.3% | +585.0% |
| All | +1,188.0% | +919.5% | +268.5% | +287.7% |
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