-6.5%
CDW vs GAP
+1.5%
-8.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +3.2% | -4.5% | +7.6% | +3.4% |
| 30D | +9.3% | +9.0% | +0.2% | +8.6% |
| 3M | +9.8% | +5.0% | +4.8% | +9.4% |
| 6M | +23.3% | -17.8% | +41.2% | +26.1% |
| YTD | +13.7% | -10.4% | +24.0% | +13.1% |
| 1Y | -6.5% | -3.4% | -3.1% | -12.6% |
| All | -6.5% | +1.5% | -8.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling