+203.0%
GH vs BAM
+90.5%
+112.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.0% |
| 7D | -7.0% | +5.3% | -12.3% | -9.6% |
| 30D | -5.2% | +18.1% | -23.3% | -13.8% |
| 3M | -5.8% | +4.2% | -10.0% | -8.9% |
| 6M | +65.9% | +11.1% | +54.8% | +53.3% |
| YTD | +55.5% | +6.6% | +48.9% | +46.3% |
| 1Y | +64.2% | +6.2% | +58.0% | +54.3% |
| 3Y | +606.0% | +95.0% | +511.0% | +310.4% |
| All | +203.0% | +90.5% | +112.4% | +74.2% |
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