-20.7%
BKNG vs GS
+12.2%
-32.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.7% | +5.9% | -6.5% | -1.8% |
| 30D | -0.7% | +4.3% | -5.0% | -1.5% |
| 3M | -25.0% | -11.7% | -13.4% | -23.6% |
| 6M | +3.4% | -3.2% | +6.6% | +1.4% |
| YTD | -25.0% | +5.8% | -30.8% | -29.1% |
| 1Y | -20.7% | +16.0% | -36.7% | -28.5% |
| All | -20.7% | +12.2% | -32.9% | -28.5% |
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