+513.8%
BKNG vs GS
+1,903.9%
-1,390.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.0% | +0.9% | -6.9% | -6.5% |
| 30D | -6.6% | -1.6% | -5.1% | -6.1% |
| 3M | +15.7% | -4.5% | +20.2% | +16.7% |
| 6M | +14.1% | +20.9% | -6.7% | +1.0% |
| YTD | -9.3% | +19.9% | -29.2% | -19.8% |
| 1Y | -12.8% | +41.4% | -54.2% | -29.5% |
| 3Y | +58.4% | +239.2% | -180.7% | -21.5% |
| 5Y | +114.1% | +185.0% | -70.9% | +15.4% |
| 10Y | +246.8% | +655.0% | -408.1% | +6.3% |
| All | +513.8% | +1,903.9% | -1,390.1% | -29.5% |
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 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