-6.5%
CDW vs GFI
+45.3%
-51.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.1% |
| 7D | +3.2% | +3.1% | 0.0% | +3.3% |
| 30D | +9.3% | +27.1% | -17.8% | +11.3% |
| 3M | +9.8% | +21.2% | -11.4% | +12.1% |
| 6M | +23.3% | -4.5% | +27.8% | +26.6% |
| YTD | +13.7% | +11.7% | +1.9% | +12.4% |
| 1Y | -6.5% | +46.0% | -52.5% | -13.2% |
| All | -6.5% | +45.3% | -51.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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