+1,661.1%
BMY vs GFI
+650.5%
+1,010.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -4.8% | -4.9% | +0.1% | -4.7% |
| 30D | -0.1% | +10.7% | -10.8% | -0.2% |
| 3M | +13.1% | +25.6% | -12.5% | +12.7% |
| 6M | +8.4% | -8.3% | +16.7% | +8.4% |
| YTD | +22.0% | +6.3% | +15.7% | +21.7% |
| 1Y | +40.3% | +22.1% | +18.2% | +39.6% |
| 3Y | +20.5% | +289.2% | -268.7% | +17.8% |
| 5Y | +23.7% | +531.7% | -507.9% | +19.9% |
| 10Y | +62.6% | +1,043.8% | -981.2% | +55.7% |
| All | +1,661.1% | +650.5% | +1,010.7% | +1,716.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling