-2.4%
GFS vs TW
+28.1%
-30.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.6% |
| 30D | -8.6% | +3.9% | -12.5% | -9.6% |
| 3M | -46.5% | +5.7% | -52.3% | -48.1% |
| 6M | -4.8% | -14.5% | +9.7% | -0.6% |
| YTD | +29.7% | -0.9% | +30.5% | +26.3% |
| 1Y | +35.8% | -13.5% | +49.3% | +40.3% |
| 3Y | -18.3% | +25.0% | -43.3% | -35.6% |
| All | -2.4% | +28.1% | -30.5% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling