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  • CDW vs GFI✓SelectedUSD · GFICDW vs GFI performance historyLatest closeAs of-5.18%09/08
Stock and ETF performance explorer

CDW vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+813.3%
GFI return
+1,207.0%
Excess return
-393.7%
Maximum drawdown
-60.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D-5.2%-0.4%-4.7%-5.2%
7D-3.9%+5.7%-9.5%-3.8%
30D+6.9%+15.6%-8.7%+7.1%
3M+7.7%+31.5%-23.8%+8.2%
6M+18.3%-3.7%+22.0%+18.7%
YTD+7.8%+11.2%-3.5%+8.1%
1Y-12.2%+36.4%-48.5%-11.7%
3Y-28.9%+313.5%-342.5%-28.1%
5Y-22.8%+528.0%-550.8%-21.5%
10Y+266.1%+1,021.4%-755.4%+288.7%
All+813.3%+1,207.0%-393.7%+883.6%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling