+16.5%
GDDY vs BAM
+71.9%
-55.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.9% | -7.3% |
| 7D | -7.6% | -1.6% | -6.0% | -7.1% |
| 30D | +2.0% | -6.0% | +8.0% | +3.9% |
| 3M | +15.1% | +7.3% | +7.8% | +12.6% |
| 6M | -1.1% | +8.2% | -9.4% | -3.6% |
| YTD | -25.1% | -3.8% | -21.3% | -24.7% |
| 1Y | -37.3% | -10.7% | -26.5% | -35.6% |
| 3Y | +24.5% | +55.3% | -30.8% | +9.6% |
| All | +16.5% | +71.9% | -55.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling