+17.7%
GFS vs WTW
+8.6%
+9.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.0% | -8.9% | -4.2% |
| 7D | -12.5% | +4.9% | -17.4% | -9.9% |
| 30D | -16.9% | +17.1% | -34.0% | -9.0% |
| 3M | -22.3% | -0.3% | -21.9% | -21.7% |
| 6M | -40.2% | +30.7% | -70.9% | -28.6% |
| YTD | +16.0% | +3.7% | +12.2% | +30.5% |
| 1Y | +17.7% | +5.9% | +11.8% | +34.7% |
| All | +17.7% | +8.6% | +9.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling