+83.9%
BAM vs FGI
-30.7%
+114.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.3% |
| 7D | -2.0% | +13.5% | -15.5% | -2.2% |
| 30D | +13.7% | +17.1% | -3.4% | +13.3% |
| 3M | -4.8% | +78.0% | -82.8% | -6.9% |
| 6M | +7.6% | +46.4% | -38.8% | +5.3% |
| YTD | +1.2% | +47.7% | -46.6% | -2.1% |
| 1Y | -2.3% | +56.8% | -59.1% | -5.8% |
| 3Y | +84.1% | +12.3% | +71.8% | +76.3% |
| All | +83.9% | -30.7% | +114.6% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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