-49.5%
GGLL vs BAM
+15.2%
-64.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.2% | +0.3% | +3.7% |
| 7D | -23.1% | +14.2% | -37.3% | -27.7% |
| 30D | -32.9% | +21.0% | -53.9% | -39.3% |
| 3M | -44.9% | +5.2% | -50.1% | -45.9% |
| 6M | -49.5% | +16.0% | -65.5% | -55.1% |
| All | -49.5% | +15.2% | -64.7% | -55.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling