+319.5%
CDW vs GPC
+93.7%
+225.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +3.7% |
| 7D | +9.3% | +0.8% | +8.5% | +9.0% |
| 30D | +15.8% | -1.1% | +16.9% | +16.3% |
| 3M | +21.8% | -6.6% | +28.4% | +25.6% |
| 6M | +58.8% | +22.2% | +36.5% | +42.2% |
| YTD | +22.8% | +5.1% | +17.7% | +16.9% |
| 1Y | +17.9% | +2.8% | +15.1% | +13.4% |
| 3Y | -17.4% | +2.4% | -19.8% | -23.4% |
| 5Y | -5.7% | +7.8% | -13.5% | -16.4% |
| 10Y | +319.5% | +87.2% | +232.3% | +182.6% |
| All | +319.5% | +93.7% | +225.8% | +182.6% |
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