+209.9%
BKNG vs GILD
+163.6%
+46.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -9.8% | -4.8% | -5.0% | -8.7% |
| 30D | -17.9% | +5.8% | -23.6% | -18.9% |
| 3M | +6.6% | +14.9% | -8.4% | +3.1% |
| 6M | +1.1% | -0.4% | +1.4% | +0.9% |
| YTD | -18.2% | +18.5% | -36.8% | -21.9% |
| 1Y | -20.2% | +25.1% | -45.3% | -24.9% |
| 3Y | +39.9% | +105.9% | -66.0% | +14.8% |
| 5Y | +93.1% | +143.0% | -49.9% | +50.5% |
| All | +209.9% | +163.6% | +46.3% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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