+112.9%
GME vs BAM
+85.6%
+27.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.9% | -2.7% | +5.6% | +4.1% |
| 30D | -4.8% | +15.5% | -20.3% | -10.5% |
| 3M | +39.2% | -6.9% | +46.1% | +43.1% |
| 6M | +17.1% | +9.9% | +7.2% | +10.2% |
| YTD | +28.7% | +1.4% | +27.3% | +25.5% |
| 1Y | +23.3% | +3.3% | +20.1% | +18.5% |
| 3Y | +112.9% | +83.6% | +29.3% | -26.7% |
| All | +112.9% | +85.6% | +27.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling