+620.7%
GEV vs BAM
+31.8%
+588.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | +3.3% | -2.0% | +5.3% | +4.6% |
| 30D | -7.5% | -2.9% | -4.5% | -6.1% |
| 3M | -2.2% | +9.4% | -11.6% | -8.8% |
| 6M | +12.1% | +10.8% | +1.3% | +2.9% |
| YTD | +44.4% | -0.4% | +44.8% | +41.1% |
| 1Y | +57.7% | -10.9% | +68.5% | +68.3% |
| All | +620.7% | +31.8% | +588.9% | +469.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling