+12.0%
GTLB vs BAM
+86.2%
-74.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.3% |
| 7D | -11.1% | +9.7% | -20.8% | -15.8% |
| 30D | -7.5% | +19.0% | -26.5% | -16.3% |
| 3M | +34.8% | +0.6% | +34.2% | +33.9% |
| 6M | +98.0% | +11.1% | +86.9% | +84.8% |
| YTD | +28.1% | +4.2% | +24.0% | +23.6% |
| 1Y | +5.6% | +3.3% | +2.2% | +2.2% |
| 3Y | +15.9% | +88.8% | -72.8% | -15.9% |
| All | +12.0% | +86.2% | -74.2% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling