+195.5%
GH vs BAM
+80.8%
+114.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +1.2% |
| 7D | +0.9% | -2.0% | +2.9% | +2.0% |
| 30D | -4.5% | +13.7% | -18.1% | -11.4% |
| 3M | -6.2% | -4.8% | -1.5% | -4.5% |
| 6M | +55.0% | +7.6% | +47.3% | +45.4% |
| YTD | +51.6% | +1.2% | +50.5% | +46.6% |
| 1Y | +58.3% | -2.3% | +60.5% | +56.0% |
| 3Y | +617.6% | +84.1% | +533.5% | +330.4% |
| All | +195.5% | +80.8% | +114.7% | +74.7% |
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