+24.3%
BMY vs GFI
+524.1%
-499.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -4.8% | -4.9% | +0.1% | -4.6% |
| 30D | -0.1% | +10.7% | -10.8% | -0.4% |
| 3M | +13.1% | +25.6% | -12.5% | +12.3% |
| 6M | +8.4% | -8.3% | +16.7% | +8.4% |
| YTD | +22.0% | +6.3% | +15.7% | +21.4% |
| 1Y | +40.3% | +22.1% | +18.2% | +38.9% |
| 3Y | +20.5% | +289.2% | -268.7% | +14.8% |
| All | +24.3% | +524.1% | -499.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling