+60.7%
BMY vs GNRC
+448.8%
-388.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -0.1% | -15.7% | +15.6% | +1.1% |
| 3M | +13.1% | -27.3% | +40.4% | +15.4% |
| 6M | +8.4% | -12.1% | +20.5% | +8.4% |
| YTD | +22.0% | +37.1% | -15.2% | +17.1% |
| 1Y | +40.3% | -0.5% | +40.8% | +38.0% |
| 3Y | +20.5% | +61.5% | -41.0% | +11.9% |
| 5Y | +23.7% | -58.6% | +82.3% | +31.4% |
| All | +60.7% | +448.8% | -388.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling