+23.0%
GDDY vs BAM
+66.2%
-43.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | -3.2% | -6.6% | +3.4% | -1.1% |
| 30D | +6.8% | -12.4% | +19.2% | +11.2% |
| 3M | +30.5% | +2.4% | +28.1% | +29.5% |
| 6M | +13.3% | +7.9% | +5.4% | +10.6% |
| YTD | -21.0% | -7.0% | -13.9% | -19.7% |
| 1Y | -34.0% | -13.4% | -20.6% | -31.7% |
| 3Y | +33.1% | +46.9% | -13.8% | +18.7% |
| All | +23.0% | +66.2% | -43.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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