+36.6%
BMY vs GFS
-11.4%
+48.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +1.9% |
| 7D | +2.1% | +7.4% | -5.3% | +1.8% |
| 30D | +7.0% | -15.3% | +22.3% | +7.5% |
| 3M | -0.9% | -21.1% | +20.2% | -0.2% |
| 6M | +14.9% | -44.5% | +59.4% | +16.5% |
| YTD | +22.8% | +19.2% | +3.6% | +19.7% |
| 1Y | +36.2% | +27.2% | +9.0% | +32.3% |
| 3Y | +45.7% | -20.1% | +65.8% | +42.7% |
| 5Y | +31.3% | -25.6% | +56.9% | +26.2% |
| All | +36.6% | -11.4% | +48.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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