+521.1%
GE vs BAM
+86.2%
+434.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | +7.1% | +9.7% | -2.6% | +3.3% |
| 30D | +6.5% | +19.0% | -12.5% | -0.5% |
| 3M | -13.6% | +0.6% | -14.1% | -14.1% |
| 6M | +6.0% | +11.1% | -5.1% | +1.0% |
| YTD | +5.4% | +4.2% | +1.2% | +2.3% |
| 1Y | +6.5% | +3.3% | +3.1% | +3.5% |
| 3Y | +268.6% | +88.8% | +179.8% | +185.1% |
| All | +521.1% | +86.2% | +434.9% | +372.0% |
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