+10.1%
GTLB vs BAM
+80.8%
-70.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.1% |
| 7D | -3.5% | -2.0% | -1.5% | -2.5% |
| 30D | -9.0% | +13.7% | -22.7% | -15.7% |
| 3M | +15.9% | -4.8% | +20.6% | +18.5% |
| 6M | +104.9% | +7.6% | +97.2% | +94.3% |
| YTD | +26.0% | +1.2% | +24.8% | +23.4% |
| 1Y | +1.8% | -2.3% | +4.0% | +1.5% |
| 3Y | +6.0% | +84.1% | -78.1% | -22.0% |
| All | +10.1% | +80.8% | -70.7% | -16.9% |
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 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