+37.8%
BMY vs GFS
-3.9%
+41.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -3.3% | +2.6% | -6.0% | -3.4% |
| 30D | 0.0% | -16.4% | +16.3% | +0.5% |
| 3M | +17.7% | -41.6% | +59.3% | +19.6% |
| 6M | +9.6% | -3.7% | +13.3% | +8.2% |
| YTD | +24.0% | +29.3% | -5.3% | +20.6% |
| 1Y | +45.1% | +37.1% | +8.0% | +40.6% |
| 3Y | +22.5% | -22.1% | +44.6% | +20.1% |
| All | +37.8% | -3.9% | +41.8% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling