+215.0%
GLD vs BKNG
+217.3%
-2.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.0% | -9.8% | +7.8% | -2.0% |
| 30D | -1.5% | -17.9% | +16.3% | -1.5% |
| 3M | +3.2% | +6.6% | -3.3% | +3.3% |
| 6M | -16.3% | +1.1% | -17.4% | -16.2% |
| YTD | +0.6% | -18.2% | +18.8% | +0.6% |
| 1Y | +19.1% | -20.2% | +39.3% | +19.1% |
| 3Y | +123.5% | +39.9% | +83.7% | +122.7% |
| 5Y | +138.5% | +93.1% | +45.4% | +136.7% |
| All | +215.0% | +217.3% | -2.3% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded BKNG 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling