+41.0%
GEHC vs CDW
-8.2%
+49.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | +0.8% |
| 7D | +5.6% | +9.3% | -3.7% | +3.2% |
| 30D | +27.9% | +15.8% | +12.1% | +23.0% |
| 3M | +17.1% | +21.8% | -4.6% | +10.7% |
| 6M | +32.5% | +58.8% | -26.2% | +15.3% |
| YTD | +2.7% | +22.8% | -20.1% | -5.5% |
| 1Y | +15.3% | +17.9% | -2.6% | +7.7% |
| 3Y | +23.7% | -17.4% | +41.1% | +23.5% |
| All | +41.0% | -8.2% | +49.2% | +30.3% |
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