+260.6%
GFI vs BAM
+81.2%
+179.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -8.7% | -2.7% | -6.0% | -7.9% |
| 30D | +0.6% | +15.5% | -14.9% | -3.5% |
| 3M | -7.5% | -6.9% | -0.6% | -5.8% |
| 6M | -18.3% | +9.9% | -28.2% | -20.6% |
| YTD | -13.8% | +1.4% | -15.2% | -15.0% |
| 1Y | -8.8% | +3.3% | -12.1% | -10.6% |
| 3Y | +215.8% | +83.6% | +132.2% | +148.6% |
| All | +260.6% | +81.2% | +179.3% | +183.0% |
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 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