+190.4%
GD vs CDW
+306.8%
-116.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -0.6% |
| 7D | -3.9% | -4.1% | +0.2% | -3.2% |
| 30D | +8.1% | +16.7% | -8.7% | +2.6% |
| 3M | -6.8% | +13.6% | -20.4% | -11.4% |
| 6M | +3.0% | +17.0% | -14.0% | -5.3% |
| YTD | +7.8% | +18.1% | -10.4% | -1.8% |
| 1Y | +5.8% | +10.5% | -4.7% | -1.4% |
| 3Y | +55.3% | -20.9% | +76.2% | +57.9% |
| 5Y | +96.7% | -9.3% | +106.0% | +84.3% |
| All | +190.4% | +306.8% | -116.4% | +88.7% |
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