-1.5%
GPN vs BAM
+90.5%
-92.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.8% |
| 7D | -1.9% | +5.3% | -7.1% | -4.6% |
| 30D | +18.9% | +18.1% | +0.9% | +8.7% |
| 3M | +13.8% | +4.2% | +9.6% | +10.9% |
| 6M | +42.3% | +11.1% | +31.2% | +33.7% |
| YTD | +27.6% | +6.6% | +21.0% | +21.9% |
| 1Y | +30.3% | +6.2% | +24.1% | +24.5% |
| 3Y | -5.8% | +95.0% | -100.8% | -33.0% |
| All | -1.5% | +90.5% | -92.0% | -30.9% |
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