+243.9%
GGLL vs BAM
+90.5%
+153.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.1% |
| 7D | +6.3% | +5.3% | +1.1% | +3.2% |
| 30D | -35.1% | +18.1% | -53.2% | -41.8% |
| 3M | -37.7% | +4.2% | -41.9% | -39.9% |
| 6M | -54.1% | +11.1% | -65.2% | -57.5% |
| YTD | -29.4% | +6.6% | -36.0% | -33.5% |
| 1Y | -13.4% | +6.2% | -19.6% | -18.1% |
| 3Y | +158.3% | +95.0% | +63.3% | +78.0% |
| All | +243.9% | +90.5% | +153.3% | +136.9% |
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