+367.3%
GFI vs BAM
+78.0%
+289.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +3.1% | -2.0% | +5.1% | +3.7% |
| 30D | +27.1% | -2.9% | +30.0% | +27.9% |
| 3M | +21.2% | +9.4% | +11.8% | +18.0% |
| 6M | -4.5% | +10.8% | -15.3% | -7.2% |
| YTD | +11.7% | -0.4% | +12.2% | +10.7% |
| 1Y | +46.0% | -10.9% | +56.9% | +47.9% |
| 3Y | +309.6% | +61.3% | +248.3% | +231.0% |
| All | +367.3% | +78.0% | +289.4% | +268.9% |
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