+174.0%
GD vs WTW
+222.3%
-48.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | -1.9% | +1.6% | -3.5% | -2.6% |
| 30D | +10.9% | +12.4% | -1.4% | +5.7% |
| 3M | -6.8% | -2.6% | -4.1% | -6.0% |
| 6M | +7.0% | +30.8% | -23.7% | -4.7% |
| YTD | +11.1% | +2.3% | +8.8% | +8.2% |
| 1Y | +7.0% | +4.9% | +2.2% | +3.0% |
| 3Y | +59.9% | +43.9% | +16.1% | +32.2% |
| 5Y | +102.5% | +53.8% | +48.6% | +58.8% |
| 10Y | +174.0% | +212.8% | -38.8% | +60.4% |
| All | +174.0% | +222.3% | -48.2% | +60.4% |
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