-47.5%
GIS vs BAM
+78.0%
-125.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -7.8% | -2.0% | -5.9% | -7.8% |
| 30D | +6.6% | -2.9% | +9.5% | +6.6% |
| 3M | +21.0% | +9.4% | +11.6% | +21.1% |
| 6M | -9.1% | +10.8% | -19.8% | -9.0% |
| YTD | -13.6% | -0.4% | -13.2% | -13.7% |
| 1Y | -18.0% | -10.9% | -7.2% | -18.2% |
| 3Y | -33.7% | +61.3% | -94.9% | -33.6% |
| All | -47.5% | +78.0% | -125.5% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling