+457.2%
GS vs WTW
+222.3%
+235.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.4% |
| 7D | +1.6% | +1.6% | 0.0% | +0.8% |
| 30D | +1.7% | +12.4% | -10.7% | -4.1% |
| 3M | -11.6% | -2.6% | -9.0% | -10.9% |
| 6M | -1.9% | +30.8% | -32.7% | -15.6% |
| YTD | +5.1% | +2.3% | +2.7% | +0.9% |
| 1Y | +16.4% | +4.9% | +11.6% | +10.2% |
| 3Y | +199.0% | +43.9% | +155.1% | +131.5% |
| 5Y | +157.4% | +53.8% | +103.6% | +87.8% |
| 10Y | +457.2% | +212.8% | +244.5% | +172.9% |
| All | +457.2% | +222.3% | +235.0% | +172.9% |
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