-9.3%
CDW vs GPC
+3.6%
-12.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | +2.1% | +1.6% | +0.5% | +1.5% |
| 30D | +14.7% | -2.1% | +16.8% | +15.6% |
| 3M | +11.1% | -6.8% | +17.9% | +14.1% |
| 6M | +45.6% | +18.6% | +27.0% | +34.1% |
| YTD | +17.1% | +2.7% | +14.4% | +13.5% |
| 1Y | +13.2% | +1.8% | +11.4% | +10.1% |
| 3Y | -22.2% | +1.1% | -23.2% | -27.7% |
| All | -9.3% | +3.6% | -12.8% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling