-22.1%
GFS vs WTW
+65.4%
-87.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.8% |
| 7D | +2.6% | -2.7% | +5.4% | +2.1% |
| 30D | -16.4% | -5.6% | -10.7% | -17.2% |
| 3M | -41.6% | +26.5% | -68.1% | -38.9% |
| 6M | -3.7% | +8.1% | -11.8% | +0.3% |
| YTD | +29.3% | -0.3% | +29.6% | +35.3% |
| 1Y | +37.1% | -0.9% | +38.0% | +43.7% |
| 3Y | -22.1% | +66.6% | -88.8% | -23.6% |
| All | -22.1% | +65.4% | -87.5% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling