+509.8%
GD vs CDW
+903.1%
-393.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.3% | +3.2% | -8.4% | -6.2% |
| 30D | -6.4% | +9.3% | -15.7% | -9.3% |
| 3M | +5.7% | +9.8% | -4.1% | +1.6% |
| 6M | -0.9% | +23.3% | -24.3% | -10.1% |
| YTD | +8.2% | +13.7% | -5.5% | +0.6% |
| 1Y | +13.4% | -6.5% | +19.9% | +12.2% |
| 3Y | +68.5% | -25.2% | +93.7% | +75.4% |
| 5Y | +97.2% | -19.5% | +116.6% | +94.8% |
| 10Y | +190.2% | +285.8% | -95.6% | +66.1% |
| All | +509.8% | +903.1% | -393.3% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling