-34.6%
GFS vs BAM
+81.2%
-115.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +7.4% | -2.7% | +10.1% | +8.8% |
| 30D | -15.3% | +15.5% | -30.8% | -21.7% |
| 3M | -21.1% | -6.9% | -14.2% | -18.7% |
| 6M | -44.5% | +9.9% | -54.4% | -48.1% |
| YTD | +19.2% | +1.4% | +17.8% | +15.4% |
| 1Y | +27.2% | +3.3% | +24.0% | +21.8% |
| 3Y | -20.1% | +83.6% | -103.8% | -45.2% |
| All | -34.6% | +81.2% | -115.8% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling