-7.2%
GFI vs TW
-17.2%
+10.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.4% |
| 7D | +4.7% | -0.5% | +5.2% | +4.6% |
| 30D | +14.4% | -0.6% | +15.0% | +14.3% |
| 3M | +32.5% | +3.4% | +29.1% | +32.3% |
| 6M | -7.2% | -18.4% | +11.3% | -13.4% |
| All | -7.2% | -17.2% | +10.0% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 6mo: compounded portfolio wealth divided by compounded TW 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…
6mo analysis · Full analysis span regression · 6 months rolling