+3.1%
GLDM vs BAM
+4.2%
-1.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.2% | -2.5% | +2.4% |
| 7D | -0.3% | +14.2% | -14.5% | -2.9% |
| 30D | -1.9% | +21.0% | -22.8% | -5.5% |
| 3M | -0.4% | +5.2% | -5.6% | -1.8% |
| 6M | -10.1% | +16.0% | -26.0% | -12.9% |
| YTD | -5.8% | +6.5% | -12.3% | -8.9% |
| 1Y | +3.1% | +4.4% | -1.3% | -0.2% |
| All | +3.1% | +4.2% | -1.1% | -0.2% |
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 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