+650.5%
GS vs WTW
+189.9%
+460.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +1.0% |
| 7D | +2.4% | -7.1% | +9.5% | +6.1% |
| 30D | -0.1% | -8.5% | +8.5% | +4.1% |
| 3M | +0.2% | +20.6% | -20.4% | -9.8% |
| 6M | +24.8% | +7.2% | +17.6% | +18.1% |
| YTD | +18.8% | -3.9% | +22.6% | +17.9% |
| 1Y | +37.3% | -3.6% | +40.9% | +35.6% |
| 3Y | +237.9% | +60.7% | +177.2% | +142.8% |
| 5Y | +187.0% | +42.2% | +144.9% | +118.6% |
| 10Y | +650.5% | +195.5% | +455.1% | +273.0% |
| All | +650.5% | +189.9% | +460.6% | +273.0% |
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