-3.8%
GME vs BAM
+90.5%
-94.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.5% | +0.9% |
| 7D | +5.8% | +5.3% | +0.5% | +3.6% |
| 30D | -3.7% | +18.1% | -21.7% | -10.2% |
| 3M | +33.6% | +4.2% | +29.3% | +30.7% |
| 6M | +5.4% | +11.1% | -5.7% | -0.7% |
| YTD | +27.4% | +6.6% | +20.8% | +21.6% |
| 1Y | +19.0% | +6.2% | +12.8% | +13.4% |
| 3Y | +101.5% | +95.0% | +6.5% | +32.5% |
| All | -3.8% | +90.5% | -94.3% | -37.0% |
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