+45.7%
BMY vs GME
+106.8%
-61.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +2.1% | +2.9% | -0.8% | +2.1% |
| 30D | +7.0% | -4.8% | +11.8% | +7.0% |
| 3M | -0.9% | +39.2% | -40.1% | -1.0% |
| 6M | +14.9% | +17.1% | -2.1% | +14.8% |
| YTD | +22.8% | +28.7% | -5.9% | +22.7% |
| 1Y | +36.2% | +23.3% | +12.9% | +36.1% |
| 3Y | +45.7% | +112.9% | -67.2% | +44.5% |
| All | +45.7% | +106.8% | -61.1% | +44.5% |
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