+174.3%
BKNG vs GD
+165.7%
+8.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.7% | +2.7% | -3.3% | -2.0% |
| 30D | -0.7% | +8.6% | -9.3% | -5.1% |
| 3M | -25.0% | -7.1% | -18.0% | -22.3% |
| 6M | +3.4% | +7.5% | -4.0% | -1.1% |
| YTD | -25.0% | +9.9% | -34.9% | -29.9% |
| 1Y | -20.7% | +7.6% | -28.2% | -25.0% |
| 3Y | +30.9% | +56.2% | -25.3% | -2.9% |
| 5Y | +66.6% | +100.6% | -34.0% | +2.0% |
| All | +174.3% | +165.7% | +8.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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