+21.5%
CDW vs GNRC
+17.5%
+4.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -9.5% | +22.2% | +12.5% |
| 7D | +3.7% | -6.0% | +9.7% | +3.5% |
| 30D | +26.0% | -12.0% | +38.0% | +25.9% |
| 3M | +10.1% | -13.4% | +23.5% | +10.0% |
| 6M | +26.1% | -26.4% | +52.4% | +25.3% |
| YTD | +25.9% | +38.8% | -13.0% | +11.0% |
| 1Y | +21.5% | +20.9% | +0.6% | +12.2% |
| All | +21.5% | +17.5% | +4.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling