+131.4%
GWRE vs BAM
+66.2%
+65.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -13.2% | -6.6% | -6.6% | -10.7% |
| 30D | -18.6% | -12.4% | -6.1% | -14.1% |
| 3M | +18.9% | +2.4% | +16.5% | +17.9% |
| 6M | -11.0% | +7.9% | -18.9% | -13.7% |
| YTD | -29.9% | -7.0% | -22.9% | -28.3% |
| 1Y | -44.3% | -13.4% | -30.9% | -41.8% |
| 3Y | +51.7% | +46.9% | +4.8% | +27.9% |
| All | +131.4% | +66.2% | +65.2% | +85.3% |
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 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