+45.4%
GILD vs BAM
+4.2%
+41.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -2.0% | +3.4% |
| 7D | +9.6% | +14.2% | -4.6% | +7.8% |
| 30D | +20.6% | +21.0% | -0.3% | +17.9% |
| 3M | +29.7% | +5.2% | +24.5% | +28.5% |
| 6M | +33.1% | +16.0% | +17.1% | +30.8% |
| YTD | +44.7% | +6.5% | +38.2% | +40.7% |
| 1Y | +45.4% | +4.4% | +41.0% | +41.5% |
| All | +45.4% | +4.2% | +41.1% | +41.5% |
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 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