-19.4%
GFS vs BAM
+61.4%
-80.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +1.0% | -2.0% | +3.0% | +2.0% |
| 30D | -8.6% | -2.9% | -5.7% | -7.5% |
| 3M | -46.5% | +9.4% | -55.9% | -49.6% |
| 6M | -4.8% | +10.8% | -15.6% | -11.2% |
| YTD | +29.7% | -0.4% | +30.1% | +27.2% |
| 1Y | +35.8% | -10.9% | +46.7% | +42.3% |
| All | -19.4% | +61.4% | -80.8% | -43.2% |
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 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