+405.5%
GH vs WTW
+144.5%
+261.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +2.9% |
| 7D | -0.2% | -7.1% | +6.9% | +3.5% |
| 30D | -2.6% | -8.5% | +5.9% | +1.6% |
| 3M | +25.1% | +20.6% | +4.5% | +12.5% |
| 6M | +78.5% | +7.2% | +71.3% | +69.0% |
| YTD | +59.4% | -3.9% | +63.2% | +58.5% |
| 1Y | +173.9% | -3.6% | +177.5% | +169.9% |
| 3Y | +382.7% | +60.7% | +322.1% | +227.1% |
| 5Y | +24.4% | +42.2% | -17.7% | -7.7% |
| All | +405.5% | +144.5% | +261.1% | +92.3% |
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