-53.2%
GIS vs BAM
+80.8%
-134.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -8.1% | -2.0% | -6.1% | -8.0% |
| 30D | +5.3% | +13.7% | -8.4% | +5.0% |
| 3M | -10.5% | -4.8% | -5.8% | -10.7% |
| 6M | +1.8% | +7.6% | -5.8% | +1.6% |
| YTD | -22.9% | +1.2% | -24.1% | -23.2% |
| 1Y | -22.9% | -2.3% | -20.7% | -23.2% |
| 3Y | -40.5% | +84.1% | -124.6% | -40.4% |
| All | -53.2% | +80.8% | -134.0% | -53.1% |
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