+209.9%
BKNG vs GS
+650.9%
-441.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -10.7% | -1.7% | -8.9% | -9.8% |
| 30D | -18.1% | -0.9% | -17.2% | -17.9% |
| 3M | +8.5% | +2.3% | +6.2% | +5.6% |
| 6M | -0.1% | +23.4% | -23.5% | -12.9% |
| YTD | -18.2% | +17.7% | -35.9% | -27.4% |
| 1Y | -19.9% | +35.1% | -55.0% | -34.3% |
| 3Y | +41.6% | +234.9% | -193.3% | -33.1% |
| 5Y | +93.1% | +185.3% | -92.2% | -1.5% |
| All | +209.9% | +650.9% | -441.0% | -1.6% |
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