+407.0%
BKNG vs GS
+1,656.1%
-1,249.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +2.3% | +1.6% | +0.7% | +1.4% |
| 30D | -0.7% | +1.7% | -2.3% | -1.7% |
| 3M | -25.0% | -11.6% | -13.4% | -20.5% |
| 6M | -3.5% | -1.9% | -1.6% | -4.7% |
| YTD | -25.1% | +5.1% | -30.2% | -29.3% |
| 1Y | -19.0% | +16.4% | -35.4% | -27.6% |
| 3Y | +32.6% | +199.0% | -166.4% | -30.0% |
| 5Y | +58.6% | +157.4% | -98.8% | -10.0% |
| 10Y | +162.2% | +457.2% | -295.0% | -5.9% |
| All | +407.0% | +1,656.1% | -1,249.2% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling