-5.3%
CDW vs GFI
+26.4%
-31.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.1% | +7.8% |
| 7D | +0.9% | -4.9% | +5.8% | +0.7% |
| 30D | +13.1% | +10.7% | +2.3% | +14.1% |
| 3M | +19.7% | +25.6% | -6.0% | +22.4% |
| 6M | +30.7% | -8.3% | +39.0% | +33.8% |
| YTD | +14.7% | +6.3% | +8.4% | +13.0% |
| 1Y | -5.3% | +22.1% | -27.4% | -12.0% |
| All | -5.3% | +26.4% | -31.7% | -12.0% |
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