+53.9%
GD vs CDW
-21.8%
+75.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -5.0% | +2.1% | -7.1% | -5.3% |
| 30D | +8.9% | +14.7% | -5.8% | +6.9% |
| 3M | -8.0% | +11.1% | -19.2% | -9.5% |
| 6M | +2.9% | +45.6% | -42.7% | -3.7% |
| YTD | +7.1% | +17.1% | -10.0% | +3.5% |
| 1Y | +5.9% | +13.2% | -7.2% | +3.0% |
| 3Y | +53.9% | -22.2% | +76.0% | +53.2% |
| All | +53.9% | -21.8% | +75.6% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling