+164.0%
BMY vs GPN
+2,449.8%
-2,285.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.1% |
| 7D | -4.8% | -6.2% | +1.4% | -3.6% |
| 30D | -0.7% | +1.0% | -1.7% | -0.9% |
| 3M | +15.3% | +36.9% | -21.6% | +7.8% |
| 6M | +8.5% | +16.8% | -8.2% | +4.4% |
| YTD | +23.4% | +13.2% | +10.2% | +18.8% |
| 1Y | +42.9% | +1.4% | +41.5% | +40.3% |
| 3Y | +22.0% | -28.6% | +50.6% | +26.3% |
| 5Y | +24.3% | -47.0% | +71.3% | +33.5% |
| 10Y | +64.6% | +25.2% | +39.4% | +41.8% |
| All | +164.0% | +2,449.8% | -2,285.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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