-25.3%
GPC vs BAM
+81.2%
-106.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | -6.3% | +15.5% | -21.8% | -10.1% |
| 3M | -8.2% | -6.9% | -1.3% | -6.5% |
| 6M | +27.1% | +9.9% | +17.2% | +23.2% |
| YTD | +3.1% | +1.4% | +1.7% | +1.8% |
| 1Y | +0.1% | +3.3% | -3.2% | -1.8% |
| 3Y | +0.2% | +83.6% | -83.4% | -17.6% |
| All | -25.3% | +81.2% | -106.5% | -38.9% |
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 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