-12.2%
CDW vs GNRC
-2.0%
-10.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.7% | +0.3% |
| 7D | -7.4% | -0.7% | -6.6% | -7.3% |
| 30D | +5.8% | -15.8% | +21.7% | +6.6% |
| 3M | +10.8% | -24.0% | +34.8% | +11.2% |
| 6M | +21.5% | -13.8% | +35.3% | +19.2% |
| YTD | +6.4% | +33.2% | -26.9% | -5.2% |
| All | -12.2% | -2.0% | -10.2% | -18.0% |
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