+190.6%
GD vs WTW
+192.5%
-1.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.3% |
| 7D | -3.5% | -2.7% | -0.7% | -2.4% |
| 30D | -9.0% | -5.6% | -3.4% | -7.0% |
| 3M | +5.1% | +26.5% | -21.4% | -4.8% |
| 6M | -1.0% | +8.1% | -9.2% | -5.1% |
| YTD | +7.3% | -0.3% | +7.6% | +5.8% |
| 1Y | +12.4% | -0.9% | +13.3% | +10.8% |
| 3Y | +73.7% | +66.6% | +7.1% | +34.0% |
| 5Y | +93.8% | +54.0% | +39.8% | +51.6% |
| 10Y | +190.6% | +198.1% | -7.6% | +70.4% |
| All | +190.6% | +192.5% | -1.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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