-25.6%
GPC vs BAM
+86.2%
-111.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.6% |
| 7D | +1.6% | +9.7% | -8.1% | -1.1% |
| 30D | -2.1% | +19.0% | -21.1% | -6.9% |
| 3M | -6.8% | +0.6% | -7.4% | -7.2% |
| 6M | +18.6% | +11.1% | +7.5% | +14.6% |
| YTD | +2.7% | +4.2% | -1.5% | +0.6% |
| 1Y | +1.8% | +3.3% | -1.5% | -0.2% |
| 3Y | +1.1% | +88.8% | -87.7% | -17.6% |
| All | -25.6% | +86.2% | -111.8% | -39.6% |
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 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