-32.8%
GFS vs BAM
+80.8%
-113.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +17.2% | -2.0% | +19.2% | +18.3% |
| 30D | -8.7% | +13.7% | -22.4% | -15.0% |
| 3M | -19.7% | -4.8% | -14.9% | -18.2% |
| 6M | -40.7% | +7.6% | -48.3% | -43.9% |
| YTD | +22.5% | +1.2% | +21.4% | +18.7% |
| 1Y | +25.2% | -2.3% | +27.5% | +23.7% |
| 3Y | -17.7% | +84.1% | -101.8% | -43.6% |
| All | -32.8% | +80.8% | -113.6% | -54.9% |
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 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