-51.3%
GIS vs BAM
+90.5%
-141.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.8% |
| 7D | +0.4% | +5.3% | -4.9% | +0.2% |
| 30D | +10.1% | +18.1% | -8.0% | +9.6% |
| 3M | -3.7% | +4.2% | -7.9% | -4.0% |
| 6M | +4.3% | +11.1% | -6.8% | +3.9% |
| YTD | -19.8% | +6.6% | -26.4% | -20.2% |
| 1Y | -20.5% | +6.2% | -26.7% | -20.9% |
| 3Y | -38.3% | +95.0% | -133.4% | -38.4% |
| All | -51.3% | +90.5% | -141.8% | -51.3% |
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