+188.5%
GD vs CDW
+303.2%
-114.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -5.0% | +2.1% | -7.1% | -5.9% |
| 30D | +8.9% | +14.7% | -5.8% | +3.9% |
| 3M | -8.0% | +11.1% | -19.2% | -12.1% |
| 6M | +2.9% | +45.6% | -42.7% | -11.2% |
| YTD | +7.1% | +17.1% | -10.0% | -2.2% |
| 1Y | +5.9% | +13.2% | -7.2% | -2.1% |
| 3Y | +53.9% | -22.2% | +76.0% | +57.3% |
| 5Y | +95.4% | -10.1% | +105.5% | +83.6% |
| All | +188.5% | +303.2% | -114.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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