+146.8%
GS vs BAM
+86.2%
+60.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -3.2% | +9.7% | -12.9% | -7.9% |
| 30D | -2.4% | +19.0% | -21.4% | -11.2% |
| 3M | -15.7% | +0.6% | -16.3% | -16.4% |
| 6M | -6.8% | +11.1% | -17.8% | -12.6% |
| YTD | -0.1% | +4.2% | -4.2% | -3.5% |
| 1Y | +12.1% | +3.3% | +8.8% | +8.6% |
| 3Y | +185.8% | +88.8% | +97.0% | +114.9% |
| All | +146.8% | +86.2% | +60.6% | +84.4% |
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