+1.3%
GFS vs WTW
+40.0%
-38.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +3.8% | -5.7% | +9.6% | +4.8% |
| 30D | -11.7% | -7.3% | -4.5% | -10.8% |
| 3M | -41.8% | +21.5% | -63.2% | -44.2% |
| 6M | +6.6% | +9.6% | -3.0% | +4.5% |
| YTD | +34.6% | -3.3% | +37.9% | +36.3% |
| 1Y | +46.2% | -6.1% | +52.3% | +49.6% |
| 3Y | -20.3% | +61.8% | -82.2% | -42.6% |
| All | +1.3% | +40.0% | -38.6% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling