+121.9%
GLD vs BAM
+86.2%
+35.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +4.7% | +9.7% | -5.0% | +3.9% |
| 30D | -0.9% | +19.0% | -19.9% | -2.4% |
| 3M | -4.4% | +0.6% | -5.0% | -4.6% |
| 6M | -13.6% | +11.1% | -24.6% | -14.5% |
| YTD | -6.0% | +4.2% | -10.2% | -6.9% |
| 1Y | +1.8% | +3.3% | -1.6% | +0.8% |
| 3Y | +103.2% | +88.8% | +14.4% | +92.4% |
| All | +121.9% | +86.2% | +35.7% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling