+41.4%
GS vs WTW
+3.0%
+38.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | 0.0% |
| 7D | +0.9% | -2.6% | +3.6% | +0.8% |
| 30D | -1.6% | -1.0% | -0.6% | -1.6% |
| 3M | -4.5% | +29.9% | -34.4% | -4.0% |
| 6M | +20.9% | +10.7% | +10.2% | +22.6% |
| YTD | +19.9% | +2.6% | +17.3% | +22.1% |
| 1Y | +41.4% | +2.8% | +38.7% | +44.3% |
| All | +41.4% | +3.0% | +38.4% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling