+119.1%
GWW vs BAM
+67.8%
+51.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -0.5% | -3.9% | +3.5% | +0.6% |
| 30D | -1.4% | -8.8% | +7.4% | +1.0% |
| 3M | -3.6% | +2.2% | -5.8% | -4.7% |
| 6M | +15.1% | +5.9% | +9.2% | +12.3% |
| YTD | +27.5% | -6.1% | +33.6% | +28.5% |
| 1Y | +29.6% | -11.6% | +41.2% | +32.7% |
| 3Y | +90.1% | +51.7% | +38.4% | +62.6% |
| All | +119.1% | +67.8% | +51.3% | +79.5% |
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 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