-12.2%
GGLL vs BAM
+4.2%
-16.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.2% | +0.3% | +3.0% |
| 7D | -23.1% | +14.2% | -37.3% | -29.2% |
| 30D | -32.9% | +21.0% | -53.9% | -40.7% |
| 3M | -44.9% | +5.2% | -50.1% | -46.7% |
| 6M | -49.5% | +16.0% | -65.5% | -54.7% |
| YTD | -28.9% | +6.5% | -35.4% | -35.4% |
| 1Y | -12.2% | +4.4% | -16.6% | -18.3% |
| All | -12.2% | +4.2% | -16.4% | -18.3% |
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