+79.0%
GAP vs BAM
+78.0%
+1.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -4.5% | -2.0% | -2.5% | -3.5% |
| 30D | +9.0% | -2.9% | +12.0% | +10.4% |
| 3M | +5.0% | +9.4% | -4.4% | -0.3% |
| 6M | -17.8% | +10.8% | -28.6% | -22.7% |
| YTD | -10.4% | -0.4% | -10.0% | -11.3% |
| 1Y | -3.4% | -10.9% | +7.5% | +1.1% |
| 3Y | +111.5% | +61.3% | +50.2% | +55.7% |
| All | +79.0% | +78.0% | +1.1% | +22.4% |
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