+97.2%
GD vs WTW
+56.1%
+41.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.1% |
| 7D | -5.3% | -2.6% | -2.6% | -4.5% |
| 30D | -6.4% | -1.0% | -5.4% | -6.2% |
| 3M | +5.7% | +29.9% | -24.2% | -2.5% |
| 6M | -0.9% | +10.7% | -11.6% | -4.5% |
| YTD | +8.2% | +2.6% | +5.6% | +6.4% |
| 1Y | +13.4% | +2.8% | +10.7% | +11.3% |
| 3Y | +68.5% | +67.3% | +1.2% | +38.6% |
| All | +97.2% | +56.1% | +41.1% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling