+81.4%
GNRC vs BAM
+66.2%
+15.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.2% | -6.6% | +6.4% | +3.3% |
| 30D | -15.7% | -12.4% | -3.3% | -10.0% |
| 3M | -27.3% | +2.4% | -29.7% | -28.9% |
| 6M | -12.1% | +7.9% | -20.0% | -16.7% |
| YTD | +37.1% | -7.0% | +44.1% | +40.1% |
| 1Y | -0.5% | -13.4% | +12.9% | +5.6% |
| 3Y | +61.5% | +46.9% | +14.7% | +17.7% |
| All | +81.4% | +66.2% | +15.2% | +22.5% |
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