-21.7%
BKNG vs GS
+41.7%
-63.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.7% |
| 7D | -13.1% | +2.4% | -15.5% | -13.5% |
| 30D | -18.5% | -0.1% | -18.5% | -18.5% |
| 3M | +5.8% | +0.2% | +5.6% | +4.9% |
| 6M | -2.1% | +24.8% | -26.9% | -11.0% |
| YTD | -18.6% | +18.8% | -37.4% | -24.8% |
| 1Y | -21.7% | +37.3% | -59.0% | -32.1% |
| All | -21.7% | +41.7% | -63.4% | -32.1% |
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