+68.0%
BMY vs GD
+188.9%
-120.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +0.4% | -5.3% | +5.6% | +2.3% |
| 30D | +5.0% | -6.4% | +11.4% | +7.4% |
| 3M | +19.4% | +5.7% | +13.7% | +16.9% |
| 6M | +9.5% | -0.9% | +10.5% | +9.6% |
| YTD | +28.1% | +8.2% | +19.9% | +23.9% |
| 1Y | +50.0% | +13.4% | +36.6% | +42.5% |
| 3Y | +24.1% | +68.5% | -44.4% | +0.5% |
| 5Y | +25.0% | +97.2% | -72.2% | -6.2% |
| All | +68.0% | +188.9% | -120.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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