+298.9%
CDW vs GPC
+74.9%
+224.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +9.3% | +0.4% | +8.9% | +9.1% |
| 30D | +14.4% | -6.3% | +20.7% | +17.8% |
| 3M | +21.4% | -8.2% | +29.6% | +26.1% |
| 6M | +72.8% | +27.1% | +45.7% | +51.7% |
| YTD | +28.0% | +3.1% | +24.9% | +23.0% |
| 1Y | +19.3% | +0.1% | +19.3% | +16.3% |
| 3Y | -15.3% | +0.2% | -15.5% | -20.6% |
| 5Y | -3.8% | +4.9% | -8.7% | -13.5% |
| All | +298.9% | +74.9% | +224.0% | +172.1% |
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