+458.9%
GS vs WTW
+215.9%
+243.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | +3.7% | +12.0% | -8.3% | -2.0% |
| 3M | -10.0% | -2.1% | -7.9% | -9.5% |
| 6M | -1.0% | +34.8% | -35.8% | -16.1% |
| YTD | +7.0% | +2.7% | +4.2% | +2.6% |
| 1Y | +16.6% | +5.1% | +11.5% | +10.3% |
| 3Y | +204.4% | +44.4% | +160.0% | +135.2% |
| 5Y | +160.0% | +55.1% | +104.9% | +88.8% |
| 10Y | +458.9% | +216.1% | +242.8% | +171.5% |
| All | +458.9% | +215.9% | +243.0% | +171.5% |
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