+741.5%
BKNG vs GD
+1,946.0%
-1,204.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.6% |
| 7D | +6.3% | -3.0% | +9.4% | +7.8% |
| 30D | +2.0% | +9.3% | -7.3% | -2.6% |
| 3M | -23.6% | -7.2% | -16.4% | -20.9% |
| 6M | -1.0% | +5.5% | -6.4% | -4.1% |
| YTD | -23.1% | +9.5% | -32.6% | -27.6% |
| 1Y | -16.5% | +6.4% | -22.9% | -20.3% |
| 3Y | +39.0% | +59.8% | -20.9% | +5.8% |
| 5Y | +58.0% | +98.0% | -40.0% | +5.8% |
| 10Y | +166.5% | +177.4% | -10.9% | +47.1% |
| All | +741.5% | +1,946.0% | -1,204.5% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling