-2.7%
GFS vs WTW
+44.3%
-47.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.2% |
| 7D | +2.6% | -2.7% | +5.4% | +3.1% |
| 30D | -16.4% | -5.6% | -10.7% | -15.7% |
| 3M | -41.6% | +26.5% | -68.1% | -44.5% |
| 6M | -3.7% | +8.1% | -11.8% | -4.7% |
| YTD | +29.3% | -0.3% | +29.6% | +30.3% |
| 1Y | +37.1% | -0.9% | +38.0% | +38.1% |
| 3Y | -22.1% | +66.6% | -88.8% | -44.1% |
| All | -2.7% | +44.3% | -47.0% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling