-4.8%
GTLB vs BAM
+63.3%
-68.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.7% |
| 7D | +11.1% | -2.0% | +13.0% | +12.4% |
| 30D | +37.8% | -2.9% | +40.7% | +40.3% |
| 3M | +61.6% | +9.4% | +52.2% | +52.1% |
| 6M | +98.9% | +10.8% | +88.2% | +84.7% |
| YTD | +32.8% | -0.4% | +33.2% | +31.7% |
| 1Y | +14.7% | -10.9% | +25.5% | +21.5% |
| All | -4.8% | +63.3% | -68.1% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling