+98.8%
BKNG vs GD
+95.9%
+2.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.5% |
| 7D | -7.9% | -3.5% | -4.4% | -6.9% |
| 30D | -15.9% | -9.0% | -6.9% | -13.6% |
| 3M | +11.1% | +5.1% | +6.0% | +9.3% |
| 6M | -0.7% | -1.0% | +0.3% | -0.6% |
| YTD | -15.4% | +7.3% | -22.7% | -17.8% |
| 1Y | -18.5% | +12.4% | -31.0% | -22.1% |
| 3Y | +46.5% | +73.7% | -27.2% | +16.1% |
| 5Y | +98.8% | +93.8% | +5.0% | +36.0% |
| All | +98.8% | +95.9% | +2.9% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling