-1.5%
GTLB vs BAM
-12.8%
+11.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -3.7% |
| 7D | +4.6% | -1.6% | +6.2% | +5.5% |
| 30D | +21.0% | -6.0% | +27.0% | +25.0% |
| 3M | +51.7% | +7.3% | +44.4% | +46.6% |
| 6M | +89.3% | +8.2% | +81.1% | +81.3% |
| YTD | +25.6% | -3.8% | +29.5% | +26.8% |
| 1Y | -1.5% | -10.7% | +9.2% | +2.3% |
| All | -1.5% | -12.8% | +11.2% | +2.3% |
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