+35.8%
GFS vs BAM
-8.8%
+44.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +1.0% | -2.0% | +3.0% | +1.8% |
| 30D | -8.6% | -2.9% | -5.7% | -7.8% |
| 3M | -46.5% | +9.4% | -55.9% | -49.1% |
| 6M | -4.8% | +10.8% | -15.6% | -10.6% |
| YTD | +29.7% | -0.4% | +30.1% | +26.2% |
| 1Y | +35.8% | -10.9% | +46.7% | +45.3% |
| All | +35.8% | -8.8% | +44.7% | +45.3% |
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