+2.1%
GDDY vs BAM
+8.2%
-6.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.8% |
| 7D | -8.1% | -3.9% | -4.2% | -6.4% |
| 30D | +2.3% | -8.8% | +11.1% | +6.6% |
| 3M | +14.7% | +2.2% | +12.6% | +14.6% |
| 6M | +2.1% | +5.9% | -3.8% | -0.1% |
| All | +2.1% | +8.2% | -6.1% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling