+293.7%
CDW vs GFI
+1,066.8%
-773.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.1% | +7.8% |
| 7D | +0.9% | -4.9% | +5.8% | +0.9% |
| 30D | +13.1% | +10.7% | +2.3% | +13.2% |
| 3M | +19.7% | +25.6% | -6.0% | +20.1% |
| 6M | +30.7% | -8.3% | +39.0% | +31.1% |
| YTD | +14.7% | +6.3% | +8.4% | +15.0% |
| 1Y | -5.3% | +22.1% | -27.4% | -5.1% |
| 3Y | -23.8% | +289.2% | -313.0% | -23.8% |
| 5Y | -16.8% | +531.7% | -548.5% | -16.6% |
| All | +293.7% | +1,066.8% | -773.2% | +335.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling