+67.2%
GSK vs BAM
+84.8%
-17.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -1.1% | -2.9% | +1.8% | -0.9% |
| 30D | +7.8% | +14.7% | -6.8% | +6.9% |
| 3M | +0.3% | -4.1% | +4.4% | +0.5% |
| 6M | +3.4% | +9.6% | -6.1% | +2.7% |
| YTD | +5.9% | +3.4% | +2.5% | +5.1% |
| 1Y | +8.2% | +1.0% | +7.2% | +7.5% |
| 3Y | +65.3% | +88.2% | -22.9% | +54.8% |
| All | +67.2% | +84.8% | -17.6% | +58.2% |
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 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