+23.9%
BMY vs GH
+21.3%
+2.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | -6.4% | -1.2% | -5.1% | -6.3% |
| 30D | +0.2% | -3.7% | +3.9% | +0.3% |
| 3M | +16.0% | +21.7% | -5.7% | +14.9% |
| 6M | +8.3% | +75.7% | -67.4% | +5.7% |
| YTD | +22.2% | +55.7% | -33.5% | +19.6% |
| 1Y | +41.7% | +181.1% | -139.4% | +35.8% |
| 3Y | +20.7% | +371.6% | -350.9% | +12.8% |
| 5Y | +23.9% | +23.2% | +0.7% | +17.6% |
| All | +23.9% | +21.3% | +2.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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