+152.4%
GS vs WTW
+51.1%
+101.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.2% | +4.8% |
| 7D | +0.8% | +0.5% | +0.4% | +0.7% |
| 30D | +1.2% | +10.4% | -9.2% | -2.2% |
| 3M | -12.4% | -4.8% | -7.6% | -11.2% |
| 6M | -2.3% | +28.5% | -30.8% | -11.7% |
| YTD | +4.6% | +0.5% | +4.1% | +3.4% |
| 1Y | +17.5% | +1.6% | +15.9% | +15.4% |
| 3Y | +202.0% | +42.5% | +159.5% | +145.6% |
| 5Y | +152.4% | +49.8% | +102.6% | +90.3% |
| All | +152.4% | +51.1% | +101.3% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling