+109.1%
GLD vs BAM
+93.4%
+15.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.6% |
| 7D | +4.9% | +5.3% | -0.3% | +4.3% |
| 30D | -1.3% | +18.1% | -19.4% | -3.1% |
| 3M | -4.8% | +4.2% | -9.0% | -5.4% |
| 6M | -12.5% | +11.1% | -23.6% | -13.8% |
| YTD | -4.2% | +6.6% | -10.8% | -5.6% |
| 1Y | +3.0% | +6.2% | -3.2% | +1.5% |
| 3Y | +109.1% | +95.0% | +14.1% | +78.5% |
| All | +109.1% | +93.4% | +15.7% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling