-13.6%
BKNG vs GS
+21.8%
-35.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.6% | +6.3% | +9.1% |
| 7D | +15.6% | +0.3% | +15.3% | +15.4% |
| 30D | +8.0% | +3.9% | +4.1% | +7.2% |
| 3M | -11.8% | -11.4% | -0.3% | -9.9% |
| 6M | +3.8% | +3.7% | +0.1% | -0.6% |
| YTD | -19.6% | +7.1% | -26.7% | -24.5% |
| 1Y | -13.6% | +19.7% | -33.2% | -24.5% |
| All | -13.6% | +21.8% | -35.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling