+8.6%
GTLB vs BAM
-1.2%
+9.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -0.7% | -2.7% | +1.9% | +0.3% |
| 30D | -10.2% | +15.5% | -25.7% | -16.5% |
| 3M | +10.1% | -6.9% | +17.0% | +13.8% |
| 6M | +116.5% | +9.9% | +106.6% | +105.4% |
| YTD | +27.2% | +1.4% | +25.8% | +24.4% |
| 1Y | +8.6% | +3.3% | +5.3% | +5.7% |
| All | +8.6% | -1.2% | +9.7% | +5.7% |
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