+80.9%
GNRC vs BAM
+67.8%
+13.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.7% |
| 7D | +3.2% | -3.9% | +7.1% | +5.2% |
| 30D | -9.5% | -8.8% | -0.7% | -5.4% |
| 3M | -28.5% | +2.2% | -30.7% | -29.9% |
| 6M | -10.0% | +5.9% | -15.9% | -13.9% |
| YTD | +36.7% | -6.1% | +42.9% | +39.0% |
| 1Y | +2.6% | -11.6% | +14.2% | +7.6% |
| 3Y | +61.9% | +51.7% | +10.2% | +15.9% |
| All | +80.9% | +67.8% | +13.1% | +21.6% |
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