+139.3%
GS vs BMY
+27.8%
+111.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -2.4% | +4.1% | -6.5% | -3.1% |
| 3M | -15.7% | -2.1% | -13.6% | -15.5% |
| 6M | -6.8% | +12.2% | -19.0% | -8.9% |
| YTD | -0.1% | +20.3% | -20.4% | -3.9% |
| 1Y | +12.1% | +39.2% | -27.1% | +4.6% |
| 3Y | +185.8% | +35.6% | +150.2% | +164.9% |
| All | +139.3% | +27.8% | +111.5% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling