+284.3%
GLW vs BAM
+84.8%
+199.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.2% | +8.0% |
| 7D | +1.4% | -2.9% | +4.3% | +2.5% |
| 30D | -18.2% | +14.7% | -32.9% | -21.9% |
| 3M | -24.2% | -4.1% | -20.1% | -23.4% |
| 6M | -41.7% | +9.6% | -51.3% | -44.2% |
| YTD | +38.3% | +3.4% | +34.9% | +34.6% |
| 1Y | +38.2% | +1.0% | +37.2% | +35.9% |
| 3Y | +363.4% | +88.2% | +275.2% | +280.3% |
| All | +284.3% | +84.8% | +199.5% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling