+115.2%
GM vs BAM
+67.8%
+47.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.4% |
| 7D | -1.1% | -3.9% | +2.8% | +0.6% |
| 30D | -4.6% | -8.8% | +4.2% | -0.9% |
| 3M | +0.2% | +2.2% | -2.0% | -1.0% |
| 6M | +12.6% | +5.9% | +6.7% | +9.3% |
| YTD | +3.7% | -6.1% | +9.8% | +5.4% |
| 1Y | +45.6% | -11.6% | +57.3% | +51.1% |
| 3Y | +162.0% | +51.7% | +110.3% | +104.0% |
| All | +115.2% | +67.8% | +47.3% | +58.1% |
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 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