+7.0%
GLXY vs WTW
+3.4%
+3.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -7.3% | -5.7% | -1.6% | -8.6% |
| 30D | +15.7% | -7.3% | +23.0% | +13.6% |
| 3M | -26.7% | +21.5% | -48.1% | -21.0% |
| 6M | +13.7% | +9.6% | +4.1% | +20.8% |
| YTD | +9.1% | -3.3% | +12.4% | +16.8% |
| 1Y | -15.5% | -6.1% | -9.3% | -8.0% |
| All | +7.0% | +3.4% | +3.6% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling