+46.5%
BKNG vs GS
+244.2%
-197.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -7.9% | +3.4% | -11.3% | -9.0% |
| 30D | -15.9% | +0.2% | -16.1% | -16.1% |
| 3M | +11.1% | -0.3% | +11.4% | +10.1% |
| 6M | -0.7% | +27.4% | -28.1% | -12.3% |
| YTD | -15.4% | +19.6% | -35.1% | -23.5% |
| 1Y | -18.5% | +42.5% | -61.0% | -32.3% |
| 3Y | +46.5% | +240.4% | -194.0% | -16.5% |
| All | +46.5% | +244.2% | -197.8% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling