-15.3%
CDW vs GAP
+70.6%
-85.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +9.3% | -1.9% | +11.2% | +9.6% |
| 30D | +14.4% | -7.1% | +21.4% | +15.7% |
| 3M | +21.4% | +4.1% | +17.3% | +20.6% |
| 6M | +72.8% | +1.9% | +70.9% | +70.7% |
| YTD | +28.0% | -15.2% | +43.2% | +29.3% |
| 1Y | +19.3% | -10.6% | +30.0% | +19.4% |
| 3Y | -15.3% | +74.6% | -89.9% | -19.4% |
| All | -15.3% | +70.6% | -85.9% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling