-40.7%
GFS vs WTW
+32.5%
-73.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -2.0% |
| 7D | +17.2% | -2.3% | +19.5% | +15.0% |
| 30D | -8.7% | +10.7% | -19.4% | -0.3% |
| 3M | -19.7% | -3.1% | -16.6% | -21.4% |
| 6M | -40.7% | +31.7% | -72.4% | -13.9% |
| All | -40.7% | +32.5% | -73.2% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling