+1,465.0%
GD vs WTW
+1,156.7%
+308.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | +0.1% |
| 7D | -5.0% | +1.4% | -6.3% | -5.4% |
| 30D | +8.9% | +13.1% | -4.2% | +4.6% |
| 3M | -8.0% | -3.0% | -5.1% | -7.4% |
| 6M | +2.9% | +31.2% | -28.3% | -6.3% |
| YTD | +7.1% | +1.1% | +6.0% | +5.2% |
| 1Y | +5.9% | +3.4% | +2.5% | +3.2% |
| 3Y | +53.9% | +44.7% | +9.1% | +33.3% |
| 5Y | +95.4% | +52.0% | +43.4% | +64.5% |
| 10Y | +193.5% | +223.5% | -30.1% | +93.8% |
| All | +1,465.0% | +1,156.7% | +308.3% | +633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling