+27.2%
GFI vs BAM
-12.8%
+40.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.4% |
| 7D | -5.1% | -6.1% | +0.9% | -2.5% |
| 30D | +13.4% | -13.8% | +27.3% | +20.9% |
| 3M | +36.2% | +4.4% | +31.9% | +32.4% |
| 6M | -9.8% | +6.4% | -16.2% | -12.7% |
| YTD | +7.7% | -7.1% | +14.7% | +7.2% |
| 1Y | +27.2% | -11.8% | +39.0% | +23.1% |
| All | +27.2% | -12.8% | +40.0% | +23.1% |
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