-12.3%
GFS vs TW
+54.7%
-67.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | -3.1% | +3.4% | -6.5% | -3.9% |
| 30D | -16.0% | +15.5% | -31.5% | -19.0% |
| 3M | -24.7% | +25.1% | -49.8% | -29.0% |
| 6M | -45.1% | +18.2% | -63.3% | -48.0% |
| YTD | +16.5% | +19.7% | -3.2% | +8.1% |
| 1Y | +19.3% | +18.1% | +1.2% | +11.3% |
| 3Y | -20.0% | +40.5% | -60.5% | -36.9% |
| 5Y | -32.0% | +37.1% | -69.1% | -44.4% |
| All | -12.3% | +54.7% | -67.1% | -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