-25.0%
CDW vs GGLL
+245.5%
-270.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +3.2% | -4.8% | +8.0% | +3.6% |
| 30D | +9.3% | -13.7% | +23.0% | +10.8% |
| 3M | +9.8% | -21.9% | +31.6% | +11.8% |
| 6M | +23.3% | +11.7% | +11.7% | +19.3% |
| YTD | +13.7% | +2.3% | +11.4% | +10.8% |
| 1Y | -6.5% | +76.2% | -82.7% | -15.0% |
| All | -25.0% | +245.5% | -270.6% | -40.7% |
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