+34.5%
BMY vs GTLB
-49.8%
+84.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -6.4% | -4.1% | -2.3% | -6.3% |
| 30D | +0.2% | +12.3% | -12.1% | +0.1% |
| 3M | +16.0% | +65.9% | -50.0% | +15.6% |
| 6M | +8.3% | +104.0% | -95.6% | +7.8% |
| YTD | +22.2% | +26.0% | -3.9% | +22.1% |
| 1Y | +41.7% | -3.5% | +45.2% | +42.0% |
| 3Y | +20.7% | -9.6% | +30.4% | +20.4% |
| All | +34.5% | -49.8% | +84.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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