+12.0%
GEHC vs BAM
+92.4%
-80.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -1.5% |
| 7D | -5.2% | -1.6% | -3.6% | -4.5% |
| 30D | -7.0% | -6.0% | -1.0% | -4.6% |
| 3M | +3.3% | +7.3% | -4.0% | -0.5% |
| 6M | -10.0% | +8.2% | -18.2% | -13.7% |
| YTD | -18.5% | -3.8% | -14.6% | -18.0% |
| 1Y | -14.4% | -10.7% | -3.7% | -11.3% |
| 3Y | +3.4% | +55.3% | -51.9% | -15.1% |
| All | +12.0% | +92.4% | -80.4% | -15.9% |
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