-10.3%
GFS vs WTW
+49.2%
-59.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.9% |
| 7D | +7.4% | +2.0% | +5.4% | +7.1% |
| 30D | -15.3% | +12.9% | -28.1% | -16.8% |
| 3M | -21.1% | +0.7% | -21.8% | -21.3% |
| 6M | -44.5% | +39.5% | -84.0% | -48.5% |
| YTD | +19.2% | +3.1% | +16.1% | +19.4% |
| 1Y | +27.2% | +4.8% | +22.5% | +26.4% |
| 3Y | -20.1% | +42.9% | -63.1% | -34.9% |
| 5Y | -25.6% | +55.3% | -80.9% | -46.0% |
| All | -10.3% | +49.2% | -59.5% | -40.0% |
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