+166.7%
GWRE vs BAM
+78.0%
+88.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | +0.6% | -20.6% | -20.2% |
| 7D | -21.1% | -2.0% | -19.1% | -20.5% |
| 30D | +1.3% | -2.9% | +4.2% | +2.4% |
| 3M | +7.4% | +9.4% | -1.9% | +3.7% |
| 6M | +5.6% | +10.8% | -5.1% | +1.1% |
| YTD | -19.2% | -0.4% | -18.8% | -19.6% |
| 1Y | -25.1% | -10.9% | -14.3% | -22.8% |
| 3Y | +87.7% | +61.3% | +26.5% | +52.6% |
| All | +166.7% | +78.0% | +88.7% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling