+188.9%
GS vs WTW
+54.0%
+134.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.7% |
| 7D | +3.4% | -2.7% | +6.1% | +4.3% |
| 30D | +0.2% | -5.6% | +5.8% | +2.1% |
| 3M | -0.3% | +26.5% | -26.8% | -9.1% |
| 6M | +27.4% | +8.1% | +19.2% | +22.8% |
| YTD | +19.6% | -0.3% | +19.9% | +18.7% |
| 1Y | +42.5% | -0.9% | +43.3% | +41.3% |
| 3Y | +240.4% | +66.6% | +173.8% | +153.2% |
| 5Y | +188.9% | +54.0% | +134.9% | +116.1% |
| All | +188.9% | +54.0% | +134.9% | +116.1% |
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