-5.6%
GME vs BAM
+86.2%
-91.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.5% |
| 7D | +3.7% | +9.7% | -6.0% | -0.3% |
| 30D | +2.2% | +19.0% | -16.8% | -5.1% |
| 3M | +30.6% | +0.6% | +30.1% | +29.8% |
| 6M | -0.2% | +11.1% | -11.3% | -6.1% |
| YTD | +25.1% | +4.2% | +20.9% | +20.5% |
| 1Y | +17.7% | +3.3% | +14.3% | +13.4% |
| 3Y | +85.7% | +88.8% | -3.1% | +23.7% |
| All | -5.6% | +86.2% | -91.8% | -37.5% |
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