+91.0%
BKNG vs GS
+187.0%
-96.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | -13.1% | +2.4% | -15.5% | -14.1% |
| 30D | -18.5% | -0.1% | -18.5% | -18.6% |
| 3M | +5.8% | +0.2% | +5.6% | +4.2% |
| 6M | -2.1% | +24.8% | -26.9% | -14.9% |
| YTD | -18.6% | +18.8% | -37.4% | -27.8% |
| 1Y | -21.7% | +37.3% | -59.0% | -36.2% |
| 3Y | +40.9% | +237.9% | -197.0% | -35.6% |
| 5Y | +91.0% | +187.0% | -96.1% | -9.1% |
| All | +91.0% | +187.0% | -96.0% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling