+398.3%
GGLL vs BAM
+78.0%
+320.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.7% |
| 7D | -4.8% | -2.0% | -2.8% | -3.6% |
| 30D | -13.7% | -2.9% | -10.8% | -12.5% |
| 3M | -21.9% | +9.4% | -31.2% | -26.5% |
| 6M | +11.7% | +10.8% | +0.9% | +4.7% |
| YTD | +2.3% | -0.4% | +2.7% | +1.1% |
| 1Y | +76.2% | -10.9% | +87.0% | +86.0% |
| 3Y | +245.0% | +61.3% | +183.7% | +163.2% |
| All | +398.3% | +78.0% | +320.4% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling