-16.3%
CDW vs GNRC
-58.7%
+42.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.9% | +4.9% | +7.3% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +13.1% | -15.7% | +28.8% | +16.4% |
| 3M | +19.7% | -27.3% | +47.0% | +25.6% |
| 6M | +30.7% | -12.1% | +42.8% | +30.9% |
| YTD | +14.7% | +37.1% | -22.4% | +3.5% |
| 1Y | -5.3% | -0.5% | -4.9% | -9.0% |
| 3Y | -23.8% | +61.5% | -85.4% | -35.4% |
| All | -16.3% | -58.7% | +42.4% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling