+30.8%
GDDY vs BAM
+48.7%
-18.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.3% |
| 7D | -7.0% | -6.1% | -0.9% | -5.0% |
| 30D | +6.2% | -13.8% | +20.0% | +11.7% |
| 3M | +20.0% | +4.4% | +15.7% | +18.2% |
| 6M | +6.8% | +6.4% | +0.4% | +4.4% |
| YTD | -22.3% | -7.1% | -15.3% | -21.0% |
| 1Y | -33.5% | -11.8% | -21.7% | -31.3% |
| All | +30.8% | +48.7% | -18.0% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling