+813.3%
CDW vs GNRC
+423.0%
+390.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.5% |
| 7D | -3.9% | +4.8% | -8.7% | -4.9% |
| 30D | +6.9% | -10.4% | +17.3% | +9.3% |
| 3M | +7.7% | -28.5% | +36.1% | +14.9% |
| 6M | +18.3% | -6.8% | +25.1% | +17.1% |
| YTD | +7.8% | +39.5% | -31.7% | -4.9% |
| 1Y | -12.2% | +3.4% | -15.6% | -16.9% |
| 3Y | -28.9% | +65.1% | -94.1% | -42.1% |
| 5Y | -22.8% | -57.1% | +34.3% | -16.3% |
| 10Y | +266.1% | +432.5% | -166.4% | +85.8% |
| All | +813.3% | +423.0% | +390.3% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling