+148.5%
GWW vs BAM
+90.5%
+58.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.7% | 0.0% |
| 7D | +5.3% | +5.3% | 0.0% | +3.8% |
| 30D | +12.4% | +18.1% | -5.7% | +7.3% |
| 3M | +13.7% | +4.2% | +9.5% | +12.2% |
| 6M | +18.0% | +11.1% | +6.9% | +13.9% |
| YTD | +44.6% | +6.6% | +38.0% | +40.5% |
| 1Y | +53.1% | +6.2% | +46.9% | +48.8% |
| 3Y | +90.2% | +95.0% | -4.8% | +51.3% |
| All | +148.5% | +90.5% | +58.0% | +96.4% |
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