+104.1%
GLD vs BKNG
+66.4%
+37.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -4.6% | -0.7% | -3.9% | -4.6% |
| 30D | -5.5% | -0.7% | -4.8% | -5.5% |
| 3M | -10.9% | -25.0% | +14.1% | -10.8% |
| 6M | -17.4% | +3.4% | -20.9% | -17.3% |
| YTD | -10.3% | -25.0% | +14.7% | -10.2% |
| 1Y | -7.2% | -20.7% | +13.5% | -7.1% |
| 3Y | +96.9% | +30.9% | +66.0% | +94.3% |
| All | +104.1% | +66.4% | +37.7% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling