+24.4%
GH vs WTW
+42.0%
-17.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.5% | -5.7% | +3.2% | +0.3% |
| 30D | -4.7% | -7.3% | +2.6% | -1.4% |
| 3M | +20.2% | +21.5% | -1.2% | +7.9% |
| 6M | +78.8% | +9.6% | +69.2% | +67.5% |
| YTD | +54.1% | -3.3% | +57.4% | +53.3% |
| 1Y | +177.1% | -6.1% | +183.2% | +179.2% |
| 3Y | +371.6% | +61.8% | +309.8% | +174.5% |
| All | +24.4% | +42.0% | -17.6% | -20.8% |
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