-16.3%
GPC vs BAM
+78.0%
-94.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.2% | -2.0% | +3.2% | +1.7% |
| 30D | +6.0% | -2.9% | +8.9% | +6.8% |
| 3M | +42.6% | +9.4% | +33.2% | +38.8% |
| 6M | +22.8% | +10.8% | +12.0% | +18.9% |
| YTD | +15.5% | -0.4% | +15.9% | +14.7% |
| 1Y | +2.0% | -10.9% | +12.9% | +4.1% |
| 3Y | -1.4% | +61.3% | -62.7% | -16.6% |
| All | -16.3% | +78.0% | -94.3% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling