-22.2%
CDW vs GGLL
+154.9%
-177.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +2.1% | +3.1% | -1.0% | +1.9% |
| 30D | +14.7% | -36.3% | +51.1% | +18.7% |
| 3M | +11.1% | -40.4% | +51.5% | +15.4% |
| 6M | +45.6% | -54.6% | +100.2% | +54.1% |
| YTD | +17.1% | -31.1% | +48.2% | +17.4% |
| 1Y | +13.2% | -19.2% | +32.4% | +10.9% |
| 3Y | -22.2% | +151.5% | -173.7% | -36.7% |
| All | -22.2% | +154.9% | -177.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling