+331.5%
CDW vs GME
+483.4%
-151.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +13.1% | +4.8% | +8.3% | +12.9% |
| 30D | +19.1% | -4.3% | +23.4% | +19.3% |
| 3M | +24.7% | +35.3% | -10.6% | +23.6% |
| 6M | +63.4% | +4.7% | +58.6% | +63.0% |
| YTD | +26.3% | +26.6% | -0.3% | +25.2% |
| 1Y | +20.6% | +18.3% | +2.2% | +19.8% |
| 3Y | -16.3% | +102.8% | -119.1% | -21.0% |
| 5Y | -3.9% | -48.9% | +45.0% | -7.5% |
| 10Y | +331.5% | +480.5% | -149.0% | +160.0% |
| All | +331.5% | +483.4% | -151.9% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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