-50.4%
GIS vs BAM
+86.2%
-136.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.6% |
| 7D | +3.6% | +9.7% | -6.2% | +3.3% |
| 30D | +13.9% | +19.0% | -5.1% | +13.4% |
| 3M | +0.3% | +0.6% | -0.2% | 0.0% |
| 6M | +5.0% | +11.1% | -6.1% | +4.7% |
| YTD | -18.4% | +4.2% | -22.5% | -18.7% |
| 1Y | -17.4% | +3.3% | -20.8% | -17.8% |
| 3Y | -36.9% | +88.8% | -125.7% | -36.9% |
| All | -50.4% | +86.2% | -136.6% | -50.4% |
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