-28.9%
CDW vs GTLB
-8.4%
-20.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.4% | +0.2% | -4.1% |
| 7D | -3.9% | +4.6% | -8.4% | -4.8% |
| 30D | +6.9% | +21.0% | -14.1% | +2.7% |
| 3M | +7.7% | +51.7% | -44.0% | -1.7% |
| 6M | +18.3% | +89.3% | -71.0% | +3.1% |
| YTD | +7.8% | +25.6% | -17.9% | +0.6% |
| 1Y | -12.2% | -1.5% | -10.6% | -14.5% |
| 3Y | -28.9% | -9.9% | -19.0% | -31.6% |
| All | -28.9% | -8.4% | -20.5% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling