-16.3%
CDW vs GPC
+1.3%
-17.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +13.1% | +0.4% | +12.7% | +13.1% |
| 30D | +19.1% | -1.8% | +20.9% | +19.7% |
| 3M | +24.7% | -6.6% | +31.3% | +27.3% |
| 6M | +63.4% | +21.3% | +42.0% | +52.4% |
| YTD | +26.3% | +4.3% | +22.0% | +23.1% |
| 1Y | +20.6% | +3.3% | +17.3% | +17.9% |
| 3Y | -16.3% | +0.8% | -17.1% | -21.2% |
| All | -16.3% | +1.3% | -17.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling