+53.3%
GD vs BAM
+84.5%
-31.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.8% |
| 7D | -3.9% | +7.9% | -11.8% | -5.2% |
| 30D | +8.1% | +16.0% | -8.0% | +5.3% |
| 3M | -6.8% | +0.6% | -7.4% | -7.1% |
| 6M | +3.0% | +10.5% | -7.5% | +0.9% |
| YTD | +7.8% | +3.2% | +4.5% | +6.5% |
| 1Y | +5.8% | +1.0% | +4.8% | +4.9% |
| 3Y | +55.3% | +84.2% | -28.9% | +41.2% |
| All | +53.3% | +84.5% | -31.2% | +39.4% |
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 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