+165.2%
GD vs CDW
+312.7%
-147.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.7% | +9.3% | -6.7% | 0.0% |
| 30D | +8.6% | +14.4% | -5.8% | +3.9% |
| 3M | -7.1% | +21.4% | -28.5% | -13.3% |
| 6M | +7.5% | +72.8% | -65.3% | -12.0% |
| YTD | +9.9% | +28.0% | -18.1% | -2.2% |
| 1Y | +7.6% | +19.3% | -11.8% | -1.9% |
| 3Y | +56.2% | -15.3% | +71.5% | +55.9% |
| 5Y | +100.6% | -3.8% | +104.4% | +85.2% |
| All | +165.2% | +312.7% | -147.5% | +67.9% |
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