+40.0%
GLW vs BAM
-1.2%
+41.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +7.7% | -2.7% | +10.4% | +8.3% |
| 30D | -18.8% | +15.5% | -34.4% | -20.9% |
| 3M | -27.7% | -6.9% | -20.9% | -26.6% |
| 6M | -44.4% | +9.9% | -54.3% | -46.0% |
| YTD | +31.3% | +1.4% | +29.9% | +28.9% |
| 1Y | +40.0% | +3.3% | +36.8% | +35.2% |
| All | +40.0% | -1.2% | +41.2% | +35.2% |
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