+0.7%
CDW vs GGLL
+195.8%
-195.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.4% | +4.6% |
| 7D | +9.3% | +6.3% | +3.0% | +8.7% |
| 30D | +15.8% | -35.1% | +50.9% | +20.7% |
| 3M | +21.8% | -37.7% | +59.5% | +27.3% |
| 6M | +58.8% | -54.1% | +112.9% | +70.7% |
| YTD | +22.8% | -29.4% | +52.2% | +23.4% |
| 1Y | +17.9% | -13.4% | +31.3% | +14.6% |
| 3Y | -17.4% | +158.3% | -175.7% | -36.1% |
| All | +0.7% | +195.8% | -195.1% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling