+654.3%
GS vs BMY
+67.7%
+586.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.6% |
| 7D | +0.9% | +0.4% | +0.6% | +0.8% |
| 30D | -1.6% | +5.0% | -6.6% | -3.0% |
| 3M | -4.5% | +19.4% | -23.9% | -9.8% |
| 6M | +20.9% | +9.5% | +11.3% | +17.0% |
| YTD | +19.9% | +28.1% | -8.2% | +10.1% |
| 1Y | +41.4% | +50.0% | -8.6% | +23.0% |
| 3Y | +239.2% | +24.1% | +215.1% | +208.5% |
| 5Y | +185.0% | +25.0% | +160.1% | +155.9% |
| All | +654.3% | +67.7% | +586.6% | +511.9% |
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