+2.2%
CDW vs GTLB
-50.5%
+52.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +13.1% | -10.9% | +24.0% | +15.1% |
| 30D | +19.1% | -15.3% | +34.4% | +22.0% |
| 3M | +24.7% | +14.6% | +10.2% | +21.9% |
| 6M | +63.4% | +79.6% | -16.2% | +48.8% |
| YTD | +26.3% | +24.3% | +2.0% | +20.2% |
| 1Y | +20.6% | +1.0% | +19.6% | +17.9% |
| 3Y | -16.3% | +4.6% | -20.9% | -20.8% |
| 5Y | -3.9% | -63.7% | +59.8% | -9.3% |
| All | +2.2% | -50.5% | +52.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling