+128.4%
GM vs BAM
+84.8%
+43.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +1.0% |
| 7D | -3.8% | -2.9% | -1.0% | -2.6% |
| 30D | +7.9% | +14.7% | -6.8% | +1.8% |
| 3M | -0.3% | -4.1% | +3.8% | +1.3% |
| 6M | +18.6% | +9.6% | +9.0% | +13.4% |
| YTD | +10.0% | +3.4% | +6.6% | +7.3% |
| 1Y | +25.9% | +1.0% | +24.9% | +23.8% |
| 3Y | +241.2% | +88.2% | +153.0% | +143.6% |
| All | +128.4% | +84.8% | +43.5% | +60.9% |
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