+1,539.0%
GS vs WTW
+1,174.9%
+364.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.2% |
| 7D | +0.9% | -2.6% | +3.6% | +2.3% |
| 30D | -1.6% | -1.0% | -0.6% | -1.3% |
| 3M | -4.5% | +29.9% | -34.4% | -17.5% |
| 6M | +20.9% | +10.7% | +10.2% | +12.3% |
| YTD | +19.9% | +2.6% | +17.3% | +14.8% |
| 1Y | +41.4% | +2.8% | +38.7% | +34.7% |
| 3Y | +239.2% | +67.3% | +171.9% | +144.2% |
| 5Y | +185.0% | +56.6% | +128.4% | +110.4% |
| 10Y | +655.0% | +204.1% | +450.9% | +280.9% |
| All | +1,539.0% | +1,174.9% | +364.1% | +463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling