-12.8%
BKNG vs GS
+44.3%
-57.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.0% | +0.9% | -6.9% | -6.2% |
| 30D | -6.6% | -1.6% | -5.1% | -6.4% |
| 3M | +15.7% | -4.5% | +20.2% | +16.7% |
| 6M | +14.1% | +20.9% | -6.7% | +5.0% |
| YTD | -9.3% | +19.9% | -29.2% | -16.3% |
| 1Y | -12.8% | +41.4% | -54.2% | -24.2% |
| All | -12.8% | +44.3% | -57.1% | -24.2% |
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