+40.6%
GLW vs BAM
+4.2%
+36.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.2% | -12.0% | -6.9% |
| 7D | -9.5% | +14.2% | -23.7% | -12.0% |
| 30D | -25.5% | +21.0% | -46.4% | -28.6% |
| 3M | -25.6% | +5.2% | -30.8% | -26.9% |
| 6M | -25.5% | +16.0% | -41.5% | -29.4% |
| YTD | +36.4% | +6.5% | +29.9% | +32.7% |
| 1Y | +40.6% | +4.4% | +36.2% | +39.4% |
| All | +40.6% | +4.2% | +36.4% | +39.4% |
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 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