+189.4%
GH vs BAM
+81.2%
+108.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.2% |
| 7D | +0.6% | -2.7% | +3.2% | +2.0% |
| 30D | -6.9% | +15.5% | -22.4% | -14.4% |
| 3M | -4.9% | -6.9% | +1.9% | -1.9% |
| 6M | +54.1% | +9.9% | +44.2% | +42.7% |
| YTD | +48.5% | +1.4% | +47.1% | +43.5% |
| 1Y | +61.2% | +3.3% | +57.9% | +53.4% |
| 3Y | +570.3% | +83.6% | +486.7% | +302.8% |
| All | +189.4% | +81.2% | +108.2% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling