+544.7%
GE vs BAM
+90.5%
+454.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.9% |
| 7D | +6.3% | +5.3% | +1.0% | +4.2% |
| 30D | +8.9% | +18.1% | -9.2% | +2.0% |
| 3M | -9.2% | +4.2% | -13.4% | -11.0% |
| 6M | +13.2% | +11.1% | +2.2% | +8.0% |
| YTD | +9.4% | +6.6% | +2.8% | +5.3% |
| 1Y | +9.8% | +6.2% | +3.6% | +5.6% |
| 3Y | +278.2% | +95.0% | +183.2% | +189.0% |
| All | +544.7% | +90.5% | +454.2% | +385.6% |
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