+20.7%
BMY vs GME
+14.2%
+6.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.0% |
| 7D | -6.4% | +6.0% | -12.4% | -6.4% |
| 30D | +0.2% | +8.3% | -8.1% | +0.2% |
| 3M | +16.0% | -9.1% | +25.0% | +16.0% |
| 6M | +8.3% | -16.3% | +24.7% | +8.4% |
| YTD | +22.2% | +1.5% | +20.6% | +22.1% |
| 1Y | +41.7% | -16.3% | +58.0% | +41.8% |
| All | +20.7% | +14.2% | +6.5% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling