+45.7%
BMY vs GIS
-38.9%
+84.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.0% |
| 7D | +2.1% | -3.4% | +5.4% | +3.2% |
| 30D | +7.0% | +6.9% | +0.1% | +4.7% |
| 3M | -0.9% | -10.1% | +9.2% | +2.1% |
| 6M | +14.9% | +5.9% | +9.1% | +11.4% |
| YTD | +22.8% | -21.1% | +43.9% | +31.6% |
| 1Y | +36.2% | -22.5% | +58.7% | +46.8% |
| 3Y | +45.7% | -39.0% | +84.7% | +71.4% |
| All | +45.7% | -38.9% | +84.6% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling