-22.8%
CDW vs GME
-62.6%
+39.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -5.1% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | +6.9% | -1.4% | +8.3% | +7.0% |
| 3M | +7.7% | -15.1% | +22.8% | +8.5% |
| 6M | +18.3% | -22.5% | +40.8% | +19.6% |
| YTD | +7.8% | -5.9% | +13.7% | +7.8% |
| 1Y | -12.2% | -18.6% | +6.5% | -11.5% |
| 3Y | -28.9% | +6.7% | -35.6% | -35.3% |
| 5Y | -22.8% | -62.0% | +39.2% | -26.7% |
| All | -22.8% | -62.6% | +39.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling