+11.7%
GS vs BAM
+1.3%
+10.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -4.8% |
| 7D | -6.3% | +7.9% | -14.3% | -9.8% |
| 30D | -3.1% | +16.0% | -19.2% | -10.2% |
| 3M | -17.7% | +0.6% | -18.3% | -18.2% |
| 6M | -4.6% | +10.5% | -15.1% | -10.3% |
| YTD | +0.3% | +3.2% | -2.9% | -2.5% |
| 1Y | +11.7% | +1.0% | +10.7% | +9.8% |
| All | +11.7% | +1.3% | +10.4% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling