+91.7%
BKNG vs GIS
-24.8%
+116.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.7% |
| 7D | -10.7% | -8.4% | -2.3% | -10.1% |
| 30D | -18.1% | -5.2% | -12.9% | -17.8% |
| 3M | +8.5% | +8.2% | +0.4% | +8.8% |
| 6M | -0.1% | -12.0% | +12.0% | -0.4% |
| YTD | -18.2% | -18.9% | +0.6% | -18.7% |
| 1Y | -19.9% | -23.6% | +3.8% | -20.4% |
| 3Y | +41.6% | -37.6% | +79.2% | +39.5% |
| All | +91.7% | -24.8% | +116.5% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling