-19.9%
GFS vs TW
+26.6%
-46.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.6% |
| 7D | +1.0% | -2.3% | +3.3% | +0.9% |
| 30D | -8.6% | +3.9% | -12.5% | -8.4% |
| 3M | -46.5% | +5.7% | -52.3% | -46.5% |
| 6M | -4.8% | -14.5% | +9.7% | -2.6% |
| YTD | +29.7% | -0.9% | +30.5% | +29.2% |
| 1Y | +35.8% | -13.5% | +49.3% | +39.0% |
| All | -19.9% | +26.6% | -46.5% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling