+24.3%
BMY vs GME
-55.8%
+80.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -0.5% |
| 7D | -4.8% | +4.8% | -9.7% | -4.8% |
| 30D | -0.7% | +5.9% | -6.5% | -0.7% |
| 3M | +15.3% | -10.7% | +26.1% | +15.4% |
| 6M | +8.5% | -19.8% | +28.3% | +8.6% |
| YTD | +23.4% | -0.9% | +24.4% | +23.4% |
| 1Y | +42.9% | -15.7% | +58.6% | +43.0% |
| 3Y | +22.0% | +12.3% | +9.7% | +21.1% |
| 5Y | +24.3% | -60.1% | +84.4% | +19.3% |
| All | +24.3% | -55.8% | +80.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling