-12.1%
GFS vs TW
+56.4%
-68.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -5.3% | +3.1% | -8.4% | -6.0% |
| 30D | -15.8% | +16.7% | -32.5% | -19.0% |
| 3M | -18.6% | +25.2% | -43.8% | -23.2% |
| 6M | -45.0% | +19.5% | -64.4% | -48.0% |
| YTD | +16.8% | +21.0% | -4.2% | +8.1% |
| 1Y | +17.8% | +19.0% | -1.2% | +9.8% |
| 3Y | -21.5% | +40.7% | -62.2% | -38.0% |
| 5Y | -29.3% | +40.1% | -69.5% | -43.8% |
| All | -12.1% | +56.4% | -68.5% | -40.2% |
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