+1,690.2%
BMY vs GIS
+1,482.6%
+207.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | -3.3% | -8.3% | +4.9% | -0.1% |
| 30D | 0.0% | +2.2% | -2.2% | -1.1% |
| 3M | +17.7% | +15.7% | +2.0% | +10.5% |
| 6M | +9.6% | -12.0% | +21.6% | +14.2% |
| YTD | +24.0% | -15.0% | +39.0% | +30.3% |
| 1Y | +45.1% | -20.1% | +65.2% | +55.9% |
| 3Y | +22.5% | -34.6% | +57.1% | +41.1% |
| 5Y | +22.3% | -22.8% | +45.1% | +30.2% |
| 10Y | +62.0% | -18.5% | +80.5% | +61.6% |
| All | +1,690.2% | +1,482.6% | +207.6% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling