+492.6%
GEV vs BAM
+37.9%
+454.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | -0.1% |
| 7D | -9.8% | +9.7% | -19.5% | -15.1% |
| 30D | -22.3% | +19.0% | -41.3% | -30.9% |
| 3M | -22.6% | +0.6% | -23.1% | -23.6% |
| 6M | -30.7% | +11.1% | -41.8% | -36.6% |
| YTD | +18.7% | +4.2% | +14.6% | +12.0% |
| 1Y | +41.0% | +3.3% | +37.7% | +34.4% |
| All | +492.6% | +37.9% | +454.7% | +352.3% |
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