-27.4%
GFS vs WTW
+53.7%
-81.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -5.3% | +1.6% | -6.9% | -5.5% |
| 30D | -15.8% | +12.4% | -28.2% | -17.5% |
| 3M | -18.6% | -2.6% | -16.0% | -18.4% |
| 6M | -45.0% | +30.8% | -75.7% | -48.5% |
| YTD | +16.8% | +2.3% | +14.4% | +16.8% |
| 1Y | +17.8% | +4.9% | +12.9% | +16.3% |
| 3Y | -21.5% | +43.9% | -65.4% | -37.8% |
| All | -27.4% | +53.7% | -81.1% | -48.1% |
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