-14.1%
CDW vs GTLB
-50.8%
+36.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.2% |
| 7D | -4.2% | -6.6% | +2.3% | -3.2% |
| 30D | +4.9% | +13.7% | -8.9% | +2.7% |
| 3M | +7.3% | +52.9% | -45.6% | +0.2% |
| 6M | +19.2% | +88.5% | -69.3% | +7.7% |
| YTD | +6.2% | +23.4% | -17.3% | +1.3% |
| 1Y | -14.0% | -3.8% | -10.2% | -15.4% |
| 3Y | -30.0% | -11.5% | -18.5% | -32.4% |
| All | -14.1% | -50.8% | +36.7% | -18.9% |
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