+209.9%
BKNG vs GFI
+1,081.9%
-872.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -10.7% | -5.1% | -5.5% | -10.5% |
| 30D | -18.1% | +13.4% | -31.5% | -18.5% |
| 3M | +8.5% | +36.2% | -27.7% | +7.3% |
| 6M | -0.1% | -9.8% | +9.8% | -0.1% |
| YTD | -18.2% | +7.7% | -25.9% | -18.8% |
| 1Y | -19.9% | +27.2% | -47.1% | -21.1% |
| 3Y | +41.6% | +300.3% | -258.7% | +32.3% |
| 5Y | +93.1% | +539.8% | -446.7% | +75.5% |
| All | +209.9% | +1,081.9% | -872.0% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling