+301.5%
CDW vs GPC
+74.2%
+227.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.2% |
| 7D | +9.1% | -1.3% | +10.4% | +9.8% |
| 30D | +13.7% | -6.0% | +19.7% | +17.0% |
| 3M | +27.0% | -7.6% | +34.7% | +31.6% |
| 6M | +75.9% | +24.2% | +51.7% | +56.1% |
| YTD | +28.9% | +2.7% | +26.2% | +24.0% |
| 1Y | +19.6% | +0.2% | +19.5% | +16.5% |
| 3Y | -14.6% | -0.8% | -13.9% | -19.6% |
| 5Y | -3.2% | +4.4% | -7.6% | -12.8% |
| All | +301.5% | +74.2% | +227.4% | +174.5% |
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