-29.4%
CDW vs GFI
+292.6%
-322.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.1% |
| 7D | -7.4% | -5.1% | -2.2% | -7.5% |
| 30D | +5.8% | +13.4% | -7.6% | +6.5% |
| 3M | +10.8% | +36.2% | -25.4% | +12.7% |
| 6M | +21.5% | -9.8% | +31.3% | +22.8% |
| YTD | +6.4% | +7.7% | -1.3% | +7.2% |
| 1Y | -14.8% | +27.2% | -42.0% | -14.0% |
| All | -29.4% | +292.6% | -322.0% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling