+39.3%
GEHC vs BAM
+102.9%
-63.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | -2.7% | +3.5% | +2.0% |
| 30D | +21.3% | +15.5% | +5.8% | +14.0% |
| 3M | +12.6% | -6.9% | +19.4% | +15.9% |
| 6M | +34.3% | +9.9% | +24.4% | +27.9% |
| YTD | +1.4% | +1.4% | 0.0% | -0.4% |
| 1Y | +12.5% | +3.3% | +9.2% | +9.5% |
| 3Y | +19.2% | +83.6% | -64.4% | -7.7% |
| All | +39.3% | +102.9% | -63.6% | +2.1% |
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