+209.9%
BKNG vs GIS
-19.3%
+229.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.9% |
| 7D | -10.7% | -8.4% | -2.3% | -9.8% |
| 30D | -18.1% | -5.2% | -12.9% | -17.6% |
| 3M | +8.5% | +8.2% | +0.4% | +8.0% |
| 6M | -0.1% | -12.0% | +12.0% | +0.9% |
| YTD | -18.2% | -18.9% | +0.6% | -17.0% |
| 1Y | -19.9% | -23.6% | +3.8% | -18.3% |
| 3Y | +41.6% | -37.6% | +79.2% | +45.9% |
| 5Y | +93.1% | -25.2% | +118.3% | +91.9% |
| All | +209.9% | -19.3% | +229.2% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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