+275.9%
BMY vs GME
+1,082.6%
-806.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +0.4% | +7.2% | -6.9% | +0.2% |
| 30D | +5.0% | +0.8% | +4.2% | +5.0% |
| 3M | +19.4% | -14.0% | +33.4% | +19.8% |
| 6M | +9.5% | -19.7% | +29.3% | +10.1% |
| YTD | +28.1% | -4.6% | +32.6% | +28.1% |
| 1Y | +50.0% | -14.3% | +64.3% | +50.4% |
| 3Y | +24.1% | +4.0% | +20.1% | +19.0% |
| 5Y | +25.0% | -62.2% | +87.2% | +21.0% |
| 10Y | +68.7% | +241.4% | -172.7% | +5.9% |
| All | +275.9% | +1,082.6% | -806.8% | +80.3% |
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 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