+283.4%
CDW vs GPC
+83.6%
+199.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | +3.2% | +1.2% | +2.0% | +2.6% |
| 30D | +9.3% | +6.0% | +3.3% | +6.2% |
| 3M | +9.8% | +42.6% | -32.8% | -8.4% |
| 6M | +23.3% | +22.8% | +0.6% | +10.2% |
| YTD | +13.7% | +15.5% | -1.8% | +3.6% |
| 1Y | -6.5% | +2.0% | -8.5% | -9.3% |
| 3Y | -25.2% | -1.4% | -23.8% | -29.0% |
| 5Y | -19.5% | +30.6% | -50.1% | -35.1% |
| All | +283.4% | +83.6% | +199.8% | +153.2% |
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