+305.8%
GFI vs BAM
+50.2%
+255.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.4% |
| 7D | +4.7% | -3.9% | +8.6% | +6.0% |
| 30D | +14.4% | -8.8% | +23.2% | +17.5% |
| 3M | +32.5% | +2.2% | +30.3% | +31.3% |
| 6M | -7.2% | +5.9% | -13.1% | -8.8% |
| YTD | +10.9% | -6.1% | +17.0% | +11.6% |
| 1Y | +35.5% | -11.6% | +47.1% | +38.0% |
| All | +305.8% | +50.2% | +255.6% | +202.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling