-2.7%
GFS vs TW
+24.2%
-26.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | +2.6% | -3.5% | +6.1% | +3.5% |
| 30D | -16.4% | +0.5% | -16.9% | -16.6% |
| 3M | -41.6% | +4.9% | -46.5% | -43.2% |
| 6M | -3.7% | -17.1% | +13.4% | +1.3% |
| YTD | +29.3% | -3.9% | +33.2% | +26.9% |
| 1Y | +37.1% | -13.3% | +50.4% | +40.6% |
| 3Y | -22.1% | +20.9% | -43.0% | -38.1% |
| All | -2.7% | +24.2% | -26.9% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling