+800.7%
GLD vs BKNG
+19,463.3%
-18,662.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.0% | -1.7% |
| 7D | +0.7% | -7.9% | +8.6% | +0.8% |
| 30D | +0.3% | -15.9% | +16.2% | +0.4% |
| 3M | +0.6% | +11.1% | -10.5% | +0.6% |
| 6M | -15.6% | -0.7% | -14.9% | -15.6% |
| YTD | +0.9% | -15.4% | +16.3% | +0.9% |
| 1Y | +19.4% | -18.5% | +37.9% | +19.5% |
| 3Y | +124.5% | +46.5% | +78.0% | +123.4% |
| 5Y | +138.9% | +98.8% | +40.2% | +136.9% |
| 10Y | +213.3% | +218.4% | -5.1% | +208.6% |
| All | +800.7% | +19,463.3% | -18,662.6% | +728.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling