+985.1%
CDW vs GNRC
+424.5%
+560.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +9.3% | +7.9% | +1.4% | +7.4% |
| 30D | +14.4% | -3.7% | +18.0% | +14.6% |
| 3M | +21.4% | -11.9% | +33.4% | +23.1% |
| 6M | +72.8% | -28.6% | +101.4% | +81.4% |
| YTD | +28.0% | +39.9% | -11.9% | +11.4% |
| 1Y | +19.3% | +23.4% | -4.0% | +7.0% |
| 3Y | -15.3% | +84.2% | -99.6% | -33.4% |
| 5Y | -3.8% | -57.3% | +53.5% | +3.4% |
| 10Y | +318.5% | +376.8% | -58.3% | +114.4% |
| All | +985.1% | +424.5% | +560.5% | +449.0% |
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 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