+16.5%
GEHC vs CDW
-21.8%
+38.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +7.6% | +2.1% | +5.5% | +6.9% |
| 30D | +27.5% | +14.7% | +12.7% | +22.7% |
| 3M | +17.2% | +11.1% | +6.1% | +13.2% |
| 6M | +33.6% | +45.6% | -12.0% | +17.9% |
| YTD | +0.6% | +17.1% | -16.5% | -6.7% |
| 1Y | +11.3% | +13.2% | -1.9% | +4.7% |
| 3Y | +16.5% | -22.2% | +38.7% | +9.7% |
| All | +16.5% | -21.8% | +38.3% | +9.7% |
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