+261.3%
GGLL vs BAM
+81.2%
+180.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +7.7% | -2.7% | +10.4% | +9.3% |
| 30D | -30.2% | +15.5% | -45.7% | -36.8% |
| 3M | -31.3% | -6.9% | -24.4% | -28.8% |
| 6M | -52.1% | +9.9% | -62.0% | -55.4% |
| YTD | -25.9% | +1.4% | -27.2% | -28.1% |
| 1Y | -8.5% | +3.3% | -11.7% | -12.2% |
| 3Y | +165.5% | +83.6% | +81.9% | +89.2% |
| All | +261.3% | +81.2% | +180.1% | +156.1% |
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