+225.0%
GRMN vs BAM
+81.2%
+143.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.9% | -2.7% | +1.8% | +0.1% |
| 30D | +1.2% | +15.5% | -14.3% | -4.3% |
| 3M | -8.9% | -6.9% | -2.1% | -6.6% |
| 6M | +23.0% | +9.9% | +13.1% | +17.7% |
| YTD | +41.2% | +1.4% | +39.8% | +38.8% |
| 1Y | +47.5% | +3.3% | +44.2% | +43.9% |
| 3Y | +155.8% | +83.6% | +72.1% | +112.0% |
| All | +225.0% | +81.2% | +143.8% | +166.7% |
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