+293.0%
CDW vs GPC
+85.6%
+207.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | +2.1% | +1.6% | +0.5% | +1.4% |
| 30D | +14.7% | -2.1% | +16.8% | +15.8% |
| 3M | +11.1% | -6.8% | +17.9% | +14.6% |
| 6M | +45.6% | +18.6% | +27.0% | +32.2% |
| YTD | +17.1% | +2.7% | +14.4% | +12.7% |
| 1Y | +13.2% | +1.8% | +11.4% | +9.3% |
| 3Y | -22.2% | +1.1% | -23.2% | -27.4% |
| 5Y | -10.1% | +4.1% | -14.2% | -18.9% |
| All | +293.0% | +85.6% | +207.4% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling