+44.2%
GEV vs BAM
-1.2%
+45.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.7% | -2.7% | +6.4% | +4.4% |
| 30D | -14.7% | +15.5% | -30.2% | -18.3% |
| 3M | -23.4% | -6.9% | -16.6% | -21.3% |
| 6M | -24.3% | +9.9% | -34.2% | -27.0% |
| YTD | +23.2% | +1.4% | +21.8% | +20.9% |
| 1Y | +44.2% | +3.3% | +41.0% | +39.0% |
| All | +44.2% | -1.2% | +45.4% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling