+235.5%
GGLL vs BAM
+86.2%
+149.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | +3.1% | +9.7% | -6.6% | -2.6% |
| 30D | -36.3% | +19.0% | -55.3% | -43.3% |
| 3M | -40.4% | +0.6% | -40.9% | -41.2% |
| 6M | -54.6% | +11.1% | -65.7% | -58.0% |
| YTD | -31.1% | +4.2% | -35.3% | -34.3% |
| 1Y | -19.2% | +3.3% | -22.5% | -22.3% |
| 3Y | +151.5% | +88.8% | +62.8% | +76.5% |
| All | +235.5% | +86.2% | +149.3% | +134.4% |
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