+1,828.2%
GFI vs WTW
+1,102.0%
+726.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -4.9% | -5.7% | +0.9% | -3.7% |
| 30D | +10.7% | -7.3% | +18.0% | +12.4% |
| 3M | +25.6% | +21.5% | +4.2% | +20.7% |
| 6M | -8.3% | +9.6% | -17.9% | -10.5% |
| YTD | +6.3% | -3.3% | +9.6% | +5.9% |
| 1Y | +22.1% | -6.1% | +28.2% | +22.3% |
| 3Y | +289.2% | +61.8% | +227.3% | +243.2% |
| 5Y | +531.7% | +42.7% | +489.0% | +468.1% |
| 10Y | +1,043.8% | +197.2% | +846.5% | +746.8% |
| All | +1,828.2% | +1,102.0% | +726.1% | +1,070.0% |
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