-10.2%
GPN vs BAM
+71.9%
-82.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.6% |
| 7D | -0.7% | -1.6% | +0.9% | +0.1% |
| 30D | +3.8% | -6.0% | +9.8% | +7.1% |
| 3M | +39.2% | +7.3% | +31.8% | +33.6% |
| 6M | +17.9% | +8.2% | +9.7% | +12.6% |
| YTD | +16.4% | -3.8% | +20.2% | +17.8% |
| 1Y | +3.6% | -10.7% | +14.4% | +8.6% |
| 3Y | -26.7% | +55.3% | -82.0% | -41.8% |
| All | -10.2% | +71.9% | -82.0% | -33.3% |
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