-10.3%
GFS vs CDW
-0.5%
-9.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | +7.4% | +9.3% | -2.0% | +2.5% |
| 30D | -15.3% | +14.4% | -29.6% | -21.9% |
| 3M | -21.1% | +21.4% | -42.5% | -30.7% |
| 6M | -44.5% | +72.8% | -117.3% | -63.1% |
| YTD | +19.2% | +28.0% | -8.8% | -6.9% |
| 1Y | +27.2% | +19.3% | +7.9% | +5.5% |
| 3Y | -20.1% | -15.3% | -4.8% | -14.2% |
| 5Y | -25.6% | -3.8% | -21.8% | -30.8% |
| All | -10.3% | -0.5% | -9.7% | -18.5% |
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