+892.4%
BKNG vs GD
+1,921.0%
-1,028.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.1% |
| 7D | -6.0% | -5.3% | -0.7% | -3.5% |
| 30D | -6.6% | -6.4% | -0.2% | -3.6% |
| 3M | +15.7% | +5.7% | +10.0% | +12.1% |
| 6M | +14.1% | -0.9% | +15.1% | +13.9% |
| YTD | -9.3% | +8.2% | -17.5% | -13.9% |
| 1Y | -12.8% | +13.4% | -26.2% | -19.3% |
| 3Y | +58.4% | +68.5% | -10.1% | +16.9% |
| 5Y | +114.1% | +97.2% | +17.0% | +43.9% |
| 10Y | +246.8% | +190.2% | +56.6% | +87.6% |
| All | +892.4% | +1,921.0% | -1,028.6% | +155.1% |
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