-18.6%
GME vs BAM
-12.8%
-5.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.9% |
| 7D | +0.4% | -1.6% | +2.0% | +0.7% |
| 30D | -1.4% | -6.0% | +4.6% | -0.6% |
| 3M | -15.1% | +7.3% | -22.5% | -16.7% |
| 6M | -22.5% | +8.2% | -30.7% | -24.4% |
| YTD | -5.9% | -3.8% | -2.1% | -6.3% |
| 1Y | -18.6% | -10.7% | -7.9% | -17.2% |
| All | -18.6% | -12.8% | -5.9% | -17.2% |
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