+518.8%
GEV vs CDW
-29.7%
+548.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.0% |
| 7D | -3.0% | +2.6% | -5.5% | -3.4% |
| 30D | -18.9% | +20.4% | -39.3% | -21.8% |
| 3M | -20.1% | +28.5% | -48.5% | -24.3% |
| 6M | -24.6% | +70.6% | -95.2% | -35.6% |
| YTD | +24.0% | +29.1% | -5.1% | +14.0% |
| 1Y | +40.6% | +23.8% | +16.9% | +32.7% |
| All | +518.8% | -29.7% | +548.5% | +567.8% |
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