+478.5%
GS vs BMY
+60.5%
+418.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | +1.2% | +5.1% | -3.9% | -0.4% |
| 3M | -12.4% | -3.0% | -9.4% | -11.8% |
| 6M | -2.3% | +13.1% | -15.4% | -6.6% |
| YTD | +4.6% | +20.3% | -15.7% | -2.3% |
| 1Y | +17.5% | +39.0% | -21.5% | +4.6% |
| 3Y | +202.0% | +42.0% | +160.0% | +158.4% |
| 5Y | +152.4% | +28.5% | +123.8% | +121.9% |
| 10Y | +478.5% | +57.5% | +421.0% | +383.8% |
| All | +478.5% | +60.5% | +418.0% | +383.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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