+19.1%
GLD vs BKNG
-20.0%
+39.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.0% | -10.0% | +8.1% | -2.2% |
| 30D | -1.5% | -18.1% | +16.5% | -2.0% |
| 3M | +3.2% | +6.3% | -3.1% | +4.3% |
| 6M | -16.3% | +0.8% | -17.1% | -15.7% |
| YTD | +0.6% | -18.4% | +19.0% | -2.3% |
| 1Y | +19.1% | -20.4% | +39.5% | +14.5% |
| All | +19.1% | -20.0% | +39.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling