-2.4%
GFS vs WTW
+48.5%
-50.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +1.9% |
| 7D | +1.0% | -2.6% | +3.6% | +1.4% |
| 30D | -8.6% | -1.0% | -7.6% | -8.5% |
| 3M | -46.5% | +29.9% | -76.5% | -49.4% |
| 6M | -4.8% | +10.7% | -15.5% | -6.2% |
| YTD | +29.7% | +2.6% | +27.1% | +30.1% |
| 1Y | +35.8% | +2.8% | +33.1% | +35.8% |
| 3Y | -18.3% | +67.3% | -85.6% | -40.6% |
| All | -2.4% | +48.5% | -50.9% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling