+298.9%
CDW vs GME
+475.1%
-176.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +9.3% | +2.9% | +6.4% | +9.2% |
| 30D | +14.4% | -4.8% | +19.1% | +14.5% |
| 3M | +21.4% | +39.2% | -17.8% | +20.2% |
| 6M | +72.8% | +17.1% | +55.7% | +71.9% |
| YTD | +28.0% | +28.7% | -0.7% | +26.9% |
| 1Y | +19.3% | +23.3% | -4.0% | +18.4% |
| 3Y | -15.3% | +112.9% | -128.2% | -20.2% |
| 5Y | -3.8% | -48.8% | +45.0% | -7.4% |
| All | +298.9% | +475.1% | -176.2% | +145.2% |
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