+46.5%
BKNG vs GD
+72.8%
-26.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.6% |
| 7D | -7.9% | -3.5% | -4.4% | -7.3% |
| 30D | -15.9% | -9.0% | -6.9% | -14.6% |
| 3M | +11.1% | +5.1% | +6.0% | +10.1% |
| 6M | -0.7% | -1.0% | +0.3% | -0.7% |
| YTD | -15.4% | +7.3% | -22.7% | -16.8% |
| 1Y | -18.5% | +12.4% | -31.0% | -20.4% |
| 3Y | +46.5% | +73.7% | -27.2% | +39.3% |
| All | +46.5% | +72.8% | -26.4% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling