+60.7%
BMY vs GIS
-19.5%
+80.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -6.4% | +1.6% | -3.1% |
| 30D | -0.1% | -6.1% | +6.0% | +1.5% |
| 3M | +13.1% | +7.8% | +5.3% | +10.3% |
| 6M | +8.4% | -8.8% | +17.2% | +10.6% |
| YTD | +22.0% | -19.1% | +41.1% | +28.2% |
| 1Y | +40.3% | -24.8% | +65.0% | +50.2% |
| 3Y | +20.5% | -37.6% | +58.1% | +35.2% |
| 5Y | +23.7% | -25.4% | +49.1% | +32.4% |
| All | +60.7% | -19.5% | +80.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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