-28.0%
GME vs BAM
+78.0%
-105.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +7.2% | -2.0% | +9.2% | +8.1% |
| 30D | +0.8% | -2.9% | +3.7% | +1.8% |
| 3M | -14.0% | +9.4% | -23.3% | -18.2% |
| 6M | -19.7% | +10.8% | -30.5% | -24.6% |
| YTD | -4.6% | -0.4% | -4.1% | -6.1% |
| 1Y | -14.3% | -10.9% | -3.5% | -11.2% |
| 3Y | +4.0% | +61.3% | -57.2% | -26.2% |
| All | -28.0% | +78.0% | -105.9% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling