-8.8%
GFI vs BAM
-1.2%
-7.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -8.7% | -2.7% | -6.0% | -7.2% |
| 30D | +0.6% | +15.5% | -14.9% | -6.7% |
| 3M | -7.5% | -6.9% | -0.6% | -4.7% |
| 6M | -18.3% | +9.9% | -28.2% | -23.1% |
| YTD | -13.8% | +1.4% | -15.2% | -19.0% |
| 1Y | -8.8% | +3.3% | -12.1% | -16.0% |
| All | -8.8% | -1.2% | -7.7% | -16.0% |
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