+61.0%
BMY vs GAP
+27.6%
+33.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -6.4% | -6.3% | -0.1% | -5.9% |
| 30D | +0.2% | -0.2% | +0.5% | +0.1% |
| 3M | +16.0% | 0.0% | +15.9% | +15.7% |
| 6M | +8.3% | -8.1% | +16.4% | +8.6% |
| YTD | +22.2% | -16.5% | +38.6% | +23.2% |
| 1Y | +41.7% | -10.5% | +52.2% | +41.8% |
| 3Y | +20.7% | +104.0% | -83.3% | +9.7% |
| 5Y | +23.9% | +6.8% | +17.2% | +16.9% |
| All | +61.0% | +27.6% | +33.4% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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