+25.9%
GFS vs CDW
+23.1%
+2.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +5.4% |
| 7D | +6.2% | +2.6% | +3.7% | +6.1% |
| 30D | -11.4% | +20.4% | -31.8% | -11.6% |
| 3M | -15.5% | +28.5% | -43.9% | -16.0% |
| 6M | -42.6% | +70.6% | -113.2% | -44.1% |
| YTD | +23.2% | +29.1% | -5.9% | +20.6% |
| All | +25.9% | +23.1% | +2.8% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling