+41.7%
BMY vs GME
-19.1%
+60.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | -6.4% | +6.0% | -12.4% | -6.6% |
| 30D | +0.2% | +8.3% | -8.1% | -0.2% |
| 3M | +16.0% | -9.1% | +25.0% | +16.3% |
| 6M | +8.3% | -16.3% | +24.7% | +9.2% |
| YTD | +22.2% | +1.5% | +20.6% | +20.4% |
| 1Y | +41.7% | -16.3% | +58.0% | +41.0% |
| All | +41.7% | -19.1% | +60.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling