+457.2%
GS vs BMY
+57.2%
+400.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.1% |
| 7D | +1.6% | +1.8% | -0.2% | +1.1% |
| 30D | +1.7% | +6.2% | -4.6% | -0.2% |
| 3M | -11.6% | -2.1% | -9.4% | -11.2% |
| 6M | -1.9% | +14.3% | -16.2% | -6.5% |
| YTD | +5.1% | +21.6% | -16.5% | -2.2% |
| 1Y | +16.4% | +38.8% | -22.4% | +3.7% |
| 3Y | +199.0% | +42.9% | +156.0% | +155.5% |
| 5Y | +157.4% | +30.1% | +127.4% | +125.6% |
| 10Y | +457.2% | +58.2% | +399.0% | +362.3% |
| All | +457.2% | +57.2% | +400.0% | +362.3% |
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