+21.5%
CDW vs GGLL
-11.6%
+33.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.5% | +6.2% | +12.4% |
| 7D | +3.7% | -23.1% | +26.9% | +4.1% |
| 30D | +26.0% | -32.9% | +58.9% | +27.0% |
| 3M | +10.1% | -44.9% | +55.0% | +11.7% |
| 6M | +26.1% | -49.5% | +75.6% | +26.7% |
| YTD | +25.9% | -28.9% | +54.8% | +22.3% |
| 1Y | +21.5% | -12.2% | +33.7% | +16.3% |
| All | +21.5% | -11.6% | +33.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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