+863.2%
CDW vs GPC
+162.5%
+700.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | +3.2% | +1.2% | +2.0% | +2.5% |
| 30D | +9.3% | +6.0% | +3.3% | +6.1% |
| 3M | +9.8% | +42.6% | -32.8% | -8.6% |
| 6M | +23.3% | +22.8% | +0.6% | +10.0% |
| YTD | +13.7% | +15.5% | -1.8% | +3.5% |
| 1Y | -6.5% | +2.0% | -8.5% | -9.4% |
| 3Y | -25.2% | -1.4% | -23.8% | -29.1% |
| 5Y | -19.5% | +30.6% | -50.1% | -35.1% |
| 10Y | +285.8% | +80.6% | +205.2% | +151.5% |
| All | +863.2% | +162.5% | +700.7% | +416.1% |
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