+213.1%
GLD vs BKNG
+217.3%
-4.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.7% |
| 7D | -3.4% | -10.7% | +7.3% | -3.4% |
| 30D | -1.1% | -18.1% | +17.0% | -1.1% |
| 3M | +5.8% | +8.5% | -2.7% | +5.9% |
| 6M | -17.1% | -0.1% | -17.0% | -17.0% |
| YTD | 0.0% | -18.2% | +18.2% | 0.0% |
| 1Y | +18.2% | -19.9% | +38.1% | +18.2% |
| 3Y | +122.6% | +41.6% | +81.0% | +121.8% |
| 5Y | +137.1% | +93.1% | +44.0% | +135.3% |
| All | +213.1% | +217.3% | -4.2% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling