-12.6%
GPN vs BAM
+67.8%
-80.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.4% |
| 7D | -6.2% | -3.9% | -2.3% | -4.2% |
| 30D | +1.0% | -8.8% | +9.8% | +5.9% |
| 3M | +36.9% | +2.2% | +34.7% | +34.9% |
| 6M | +16.8% | +5.9% | +10.9% | +12.9% |
| YTD | +13.2% | -6.1% | +19.3% | +16.1% |
| 1Y | +1.4% | -11.6% | +13.1% | +6.9% |
| 3Y | -28.6% | +51.7% | -80.3% | -42.6% |
| All | -12.6% | +67.8% | -80.4% | -34.2% |
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