+260.5%
BMY vs GME
+1,495.6%
-1,235.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +2.1% | +2.9% | -0.8% | +2.0% |
| 30D | +7.0% | -4.8% | +11.8% | +7.1% |
| 3M | -0.9% | +39.2% | -40.1% | -1.8% |
| 6M | +14.9% | +17.1% | -2.1% | +14.3% |
| YTD | +22.8% | +28.7% | -5.9% | +21.7% |
| 1Y | +36.2% | +23.3% | +12.9% | +35.2% |
| 3Y | +45.7% | +112.9% | -67.2% | +36.8% |
| 5Y | +31.3% | -48.8% | +80.1% | +26.1% |
| 10Y | +60.6% | +478.2% | -417.6% | -3.0% |
| All | +260.5% | +1,495.6% | -1,235.1% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling