+9.3%
GEHC vs CDW
-20.6%
+29.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -7.6% | -4.2% | -3.4% | -6.6% |
| 30D | -10.7% | +4.9% | -15.5% | -11.9% |
| 3M | -1.2% | +7.3% | -8.5% | -3.7% |
| 6M | -13.7% | +19.2% | -32.9% | -20.2% |
| YTD | -20.4% | +6.2% | -26.6% | -23.7% |
| 1Y | -17.0% | -14.0% | -3.0% | -14.6% |
| 3Y | +0.9% | -30.0% | +30.9% | +5.1% |
| All | +9.3% | -20.6% | +29.9% | +5.3% |
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