-17.4%
CDW vs GRMN
+163.9%
-181.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.7% | +4.4% |
| 7D | +9.3% | +6.4% | +2.9% | +8.0% |
| 30D | +15.8% | +8.7% | +7.0% | +14.0% |
| 3M | +21.8% | -5.8% | +27.6% | +22.8% |
| 6M | +58.8% | +22.5% | +36.2% | +52.8% |
| YTD | +22.8% | +45.6% | -22.8% | +14.6% |
| 1Y | +17.9% | +47.5% | -29.5% | +9.8% |
| 3Y | -17.4% | +166.2% | -183.7% | -21.5% |
| All | -17.4% | +163.9% | -181.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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