-20.1%
GFS vs TW
+44.1%
-64.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.6% |
| 7D | +7.4% | +3.9% | +3.5% | +7.8% |
| 30D | -15.3% | +19.9% | -35.2% | -14.0% |
| 3M | -21.1% | +25.9% | -47.0% | -19.5% |
| 6M | -44.5% | +21.1% | -65.6% | -42.9% |
| YTD | +19.2% | +23.9% | -4.7% | +21.2% |
| 1Y | +27.2% | +21.2% | +6.0% | +29.8% |
| 3Y | -20.1% | +44.8% | -64.9% | -22.0% |
| All | -20.1% | +44.1% | -64.2% | -22.0% |
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