+392.3%
GLW vs BAM
+78.0%
+314.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | +3.8% | -2.0% | +5.7% | +4.5% |
| 30D | -1.3% | -2.9% | +1.6% | -0.8% |
| 3M | -21.8% | +9.4% | -31.2% | -24.9% |
| 6M | +6.9% | +10.8% | -3.9% | +1.9% |
| YTD | +77.2% | -0.4% | +77.6% | +75.0% |
| 1Y | +123.2% | -10.9% | +134.1% | +129.4% |
| 3Y | +400.0% | +61.3% | +338.7% | +326.1% |
| All | +392.3% | +78.0% | +314.4% | +305.6% |
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