+53.8%
GD vs BAM
+78.0%
-24.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -5.3% | -2.0% | -3.3% | -5.0% |
| 30D | -6.4% | -2.9% | -3.5% | -6.1% |
| 3M | +5.7% | +9.4% | -3.7% | +3.9% |
| 6M | -0.9% | +10.8% | -11.7% | -3.0% |
| YTD | +8.2% | -0.4% | +8.6% | +7.7% |
| 1Y | +13.4% | -10.9% | +24.3% | +14.8% |
| 3Y | +68.5% | +61.3% | +7.2% | +55.8% |
| All | +53.8% | +78.0% | -24.1% | +41.0% |
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