+166.1%
BKNG vs GD
+174.7%
-8.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -6.3% | +0.6% | -6.9% | -6.6% |
| 30D | +1.1% | +9.5% | -8.3% | -3.8% |
| 3M | -24.6% | -5.8% | -18.7% | -22.4% |
| 6M | +2.0% | +7.7% | -5.7% | -2.6% |
| YTD | -24.7% | +11.1% | -35.7% | -30.0% |
| 1Y | -20.0% | +6.1% | -26.1% | -23.7% |
| 3Y | +33.4% | +59.8% | -26.5% | -2.3% |
| 5Y | +65.4% | +104.6% | -39.2% | +0.2% |
| 10Y | +166.1% | +170.6% | -4.4% | +35.8% |
| All | +166.1% | +174.7% | -8.6% | +35.8% |
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