-22.8%
CDW vs GAP
+9.4%
-32.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | -3.9% | +1.7% | -5.6% | -4.1% |
| 30D | +6.9% | +9.3% | -2.4% | +5.0% |
| 3M | +7.7% | +6.1% | +1.6% | +6.2% |
| 6M | +18.3% | -2.3% | +20.6% | +17.1% |
| YTD | +7.8% | -10.6% | +18.4% | +8.0% |
| 1Y | -12.2% | -4.4% | -7.7% | -13.3% |
| 3Y | -28.9% | +118.3% | -147.3% | -43.0% |
| 5Y | -22.8% | +12.2% | -35.0% | -37.8% |
| All | -22.8% | +9.4% | -32.2% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling