+22.5%
BMY vs GAP
+117.9%
-95.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -3.3% | +1.7% | -5.1% | -3.4% |
| 30D | 0.0% | +9.3% | -9.4% | -0.8% |
| 3M | +17.7% | +6.1% | +11.6% | +17.1% |
| 6M | +9.6% | -2.3% | +11.9% | +9.4% |
| YTD | +24.0% | -10.6% | +34.6% | +24.3% |
| 1Y | +45.1% | -4.4% | +49.5% | +44.6% |
| All | +22.5% | +117.9% | -95.4% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling