+147.7%
GS vs BAM
+84.5%
+63.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -4.8% |
| 7D | -6.3% | +7.9% | -14.3% | -10.1% |
| 30D | -3.1% | +16.0% | -19.2% | -10.6% |
| 3M | -17.7% | +0.6% | -18.3% | -18.3% |
| 6M | -4.6% | +10.5% | -15.1% | -10.3% |
| YTD | +0.3% | +3.2% | -2.9% | -2.7% |
| 1Y | +11.7% | +1.0% | +10.7% | +9.6% |
| 3Y | +183.6% | +84.2% | +99.3% | +115.5% |
| All | +147.7% | +84.5% | +63.2% | +86.0% |
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