+230.9%
GGLL vs BAM
+84.5%
+146.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.4% | -2.6% |
| 7D | -1.3% | +7.9% | -9.2% | -5.8% |
| 30D | -36.3% | +16.0% | -52.3% | -42.3% |
| 3M | -42.7% | +0.6% | -43.3% | -43.6% |
| 6M | -53.1% | +10.5% | -63.6% | -56.4% |
| YTD | -32.1% | +3.2% | -35.3% | -34.8% |
| 1Y | -20.1% | +1.0% | -21.1% | -22.1% |
| 3Y | +151.7% | +84.2% | +67.5% | +78.8% |
| All | +230.9% | +84.5% | +146.4% | +132.4% |
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