+97.2%
GD vs CDW
-19.1%
+116.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -5.3% | +3.2% | -8.4% | -5.8% |
| 30D | -6.4% | +9.3% | -15.7% | -8.2% |
| 3M | +5.7% | +9.8% | -4.1% | +3.1% |
| 6M | -0.9% | +23.3% | -24.3% | -7.1% |
| YTD | +8.2% | +13.7% | -5.5% | +3.5% |
| 1Y | +13.4% | -6.5% | +19.9% | +13.7% |
| 3Y | +68.5% | -25.2% | +93.7% | +74.7% |
| All | +97.2% | -19.1% | +116.3% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling