+793.0%
BKNG vs GIS
+345.0%
+448.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -10.0% | -6.4% | -3.6% | -8.7% |
| 30D | -18.1% | -6.1% | -12.0% | -17.0% |
| 3M | +6.3% | +7.8% | -1.5% | +4.7% |
| 6M | +0.8% | -8.8% | +9.6% | +2.7% |
| YTD | -18.4% | -19.1% | +0.7% | -15.2% |
| 1Y | -20.4% | -24.8% | +4.4% | -16.1% |
| 3Y | +39.5% | -37.6% | +77.1% | +50.8% |
| 5Y | +92.7% | -25.4% | +118.1% | +96.4% |
| 10Y | +214.1% | -19.6% | +233.6% | +203.9% |
| All | +793.0% | +345.0% | +448.0% | +1,136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling