+994.1%
CDW vs GPC
+135.3%
+858.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | +2.6% | -2.1% | +4.7% | +3.7% |
| 30D | +20.4% | -4.5% | +24.9% | +23.0% |
| 3M | +28.5% | -7.7% | +36.1% | +33.2% |
| 6M | +70.6% | +24.3% | +46.3% | +51.2% |
| YTD | +29.1% | +3.5% | +25.6% | +23.7% |
| 1Y | +23.8% | +0.7% | +23.0% | +20.2% |
| 3Y | -14.5% | 0.0% | -14.5% | -19.7% |
| 5Y | -1.6% | +5.8% | -7.4% | -11.8% |
| 10Y | +322.0% | +75.8% | +246.3% | +177.4% |
| All | +994.1% | +135.3% | +858.8% | +517.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling