+257.8%
GLW vs BAM
+88.1%
+169.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -11.1% | +5.0% | -16.1% | -12.4% |
| 30D | -28.4% | +16.6% | -45.0% | -32.0% |
| 3M | -28.8% | +2.2% | -31.0% | -29.6% |
| 6M | -39.8% | +9.7% | -49.5% | -42.3% |
| YTD | +28.7% | +5.2% | +23.5% | +24.7% |
| 1Y | +27.7% | +3.9% | +23.8% | +24.4% |
| 3Y | +331.3% | +91.5% | +239.8% | +252.1% |
| All | +257.8% | +88.1% | +169.6% | +189.0% |
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 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