+729.7%
BKNG vs GD
+1,951.6%
-1,222.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | -4.5% | +1.9% | -6.3% | -5.3% |
| 30D | +2.3% | +9.2% | -6.9% | -2.2% |
| 3M | -23.9% | -7.5% | -16.4% | -21.1% |
| 6M | +0.9% | +5.8% | -4.9% | -2.5% |
| YTD | -24.2% | +9.8% | -34.0% | -28.8% |
| 1Y | -21.4% | +5.8% | -27.2% | -24.8% |
| 3Y | +34.2% | +58.0% | -23.8% | +2.7% |
| 5Y | +68.3% | +100.4% | -32.1% | +11.9% |
| 10Y | +167.8% | +167.5% | +0.3% | +50.4% |
| All | +729.7% | +1,951.6% | -1,222.0% | +111.2% |
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