+145.0%
GLDM vs BAM
+78.0%
+67.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -0.5% | -2.0% | +1.4% | -0.4% |
| 30D | +4.4% | -2.9% | +7.3% | +4.6% |
| 3M | -1.1% | +9.4% | -10.4% | -1.7% |
| 6M | -13.7% | +10.8% | -24.4% | -14.4% |
| YTD | +2.8% | -0.4% | +3.2% | +2.3% |
| 1Y | +24.8% | -10.9% | +35.7% | +24.8% |
| 3Y | +127.8% | +61.3% | +66.6% | +117.4% |
| All | +145.0% | +78.0% | +67.0% | +133.4% |
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 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