-10.2%
GLD vs BAM
+12.2%
-22.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.7% |
| 7D | +1.9% | +7.9% | -6.1% | -0.5% |
| 30D | -1.8% | +16.0% | -17.8% | -6.3% |
| 3M | -3.6% | +0.6% | -4.3% | -4.5% |
| 6M | -10.2% | +10.5% | -20.7% | -14.5% |
| All | -10.2% | +12.2% | -22.4% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling