+56.2%
GD vs WTW
+44.7%
+11.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +2.7% | +2.0% | +0.7% | +2.1% |
| 30D | +8.6% | +12.9% | -4.3% | +5.2% |
| 3M | -7.1% | +0.7% | -7.8% | -7.4% |
| 6M | +7.5% | +39.5% | -32.0% | -1.7% |
| YTD | +9.9% | +3.1% | +6.8% | +8.3% |
| 1Y | +7.6% | +4.8% | +2.8% | +5.3% |
| 3Y | +56.2% | +42.9% | +13.3% | +40.2% |
| All | +56.2% | +44.7% | +11.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling