-48.3%
GIS vs BAM
+71.9%
-120.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.9% | -1.5% |
| 7D | -8.3% | -1.6% | -6.7% | -8.3% |
| 30D | +2.2% | -6.0% | +8.2% | +2.2% |
| 3M | +15.7% | +7.3% | +8.4% | +15.8% |
| 6M | -12.0% | +8.2% | -20.2% | -11.8% |
| YTD | -15.0% | -3.8% | -11.1% | -15.0% |
| 1Y | -20.1% | -10.7% | -9.4% | -20.3% |
| 3Y | -34.6% | +55.3% | -89.9% | -34.5% |
| All | -48.3% | +71.9% | -120.2% | -48.2% |
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