+126.1%
GLD vs BKNG
+40.5%
+85.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.9% |
| 7D | +0.1% | -13.1% | +13.3% | 0.0% |
| 30D | +0.2% | -18.5% | +18.7% | -0.1% |
| 3M | +3.2% | +5.8% | -2.5% | +3.7% |
| 6M | -14.6% | -2.1% | -12.5% | -14.5% |
| YTD | +1.8% | -18.6% | +20.4% | +1.3% |
| 1Y | +20.7% | -21.7% | +42.4% | +20.2% |
| All | +126.1% | +40.5% | +85.6% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling