+37.4%
GILD vs BAM
-8.8%
+46.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | +3.7% | -2.0% | +5.6% | +3.8% |
| 30D | +14.6% | -2.9% | +17.5% | +14.9% |
| 3M | +17.7% | +9.4% | +8.3% | +16.9% |
| 6M | +3.1% | +10.8% | -7.6% | +2.1% |
| YTD | +24.5% | -0.4% | +25.0% | +23.2% |
| 1Y | +37.4% | -10.9% | +48.3% | +36.4% |
| All | +37.4% | -8.8% | +46.2% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling