+174.3%
BKNG vs GS
+452.1%
-277.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -0.7% | +5.9% | -6.5% | -3.7% |
| 30D | -0.7% | +4.3% | -5.0% | -3.1% |
| 3M | -25.0% | -11.7% | -13.4% | -20.4% |
| 6M | +3.4% | -3.2% | +6.6% | +2.6% |
| YTD | -25.0% | +5.8% | -30.8% | -29.9% |
| 1Y | -20.7% | +16.0% | -36.7% | -29.8% |
| 3Y | +30.9% | +199.8% | -168.8% | -35.3% |
| 5Y | +66.6% | +155.5% | -88.9% | -11.0% |
| All | +174.3% | +452.1% | -277.9% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling