+85.5%
GILD vs BAM
+66.2%
+19.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -6.6% | +1.8% | -4.2% |
| 30D | +5.8% | -12.4% | +18.2% | +7.2% |
| 3M | +14.9% | +2.4% | +12.6% | +14.6% |
| 6M | -0.4% | +7.9% | -8.3% | -1.2% |
| YTD | +18.5% | -7.0% | +25.5% | +18.9% |
| 1Y | +25.1% | -13.4% | +38.5% | +26.3% |
| 3Y | +105.9% | +46.9% | +59.0% | +92.7% |
| All | +85.5% | +66.2% | +19.3% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling