+9.7%
GTLB vs BAM
+90.5%
-80.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -3.3% |
| 7D | -9.6% | +5.3% | -14.8% | -12.2% |
| 30D | -14.5% | +18.1% | -32.6% | -22.3% |
| 3M | +20.9% | +4.2% | +16.7% | +17.8% |
| 6M | +81.4% | +11.1% | +70.3% | +69.4% |
| YTD | +25.6% | +6.6% | +19.0% | +19.6% |
| 1Y | +3.4% | +6.2% | -2.8% | -1.4% |
| 3Y | +8.9% | +95.0% | -86.1% | -22.2% |
| All | +9.7% | +90.5% | -80.8% | -19.4% |
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 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