+60.1%
BMY vs GD
+165.7%
-105.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.1% | +2.7% | -0.6% | +1.2% |
| 30D | +7.0% | +8.6% | -1.6% | +3.9% |
| 3M | -0.9% | -7.1% | +6.2% | +1.5% |
| 6M | +14.9% | +7.5% | +7.5% | +11.8% |
| YTD | +22.8% | +9.9% | +12.9% | +18.0% |
| 1Y | +36.2% | +7.6% | +28.7% | +31.9% |
| 3Y | +45.7% | +56.2% | -10.5% | +21.9% |
| 5Y | +31.3% | +100.6% | -69.4% | -1.7% |
| All | +60.1% | +165.7% | -105.7% | +7.6% |
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