+185.8%
GS vs BMY
+33.3%
+152.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -2.4% | +4.1% | -6.5% | -2.8% |
| 3M | -15.7% | -3.1% | -12.6% | -15.5% |
| 6M | -6.8% | +11.0% | -17.8% | -8.0% |
| YTD | -0.1% | +19.1% | -19.2% | -2.3% |
| 1Y | +12.1% | +37.8% | -25.7% | +7.5% |
| 3Y | +185.8% | +34.2% | +151.6% | +177.0% |
| All | +185.8% | +33.3% | +152.5% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling