+210.6%
GH vs BAM
+67.8%
+142.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.4% |
| 7D | -0.2% | -3.9% | +3.8% | +2.0% |
| 30D | -2.6% | -8.8% | +6.2% | +1.9% |
| 3M | +25.1% | +2.2% | +22.9% | +21.4% |
| 6M | +78.5% | +5.9% | +72.6% | +69.6% |
| YTD | +59.4% | -6.1% | +65.5% | +61.7% |
| 1Y | +173.9% | -11.6% | +185.5% | +185.0% |
| 3Y | +382.7% | +51.7% | +331.1% | +228.8% |
| All | +210.6% | +67.8% | +142.8% | +92.6% |
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