+12.6%
GFS vs CDW
+10.0%
+2.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.2% |
| 7D | -7.8% | +2.1% | -9.9% | -7.6% |
| 30D | -19.7% | +14.7% | -34.4% | -19.7% |
| 3M | -23.1% | +11.1% | -34.2% | -23.1% |
| 6M | -46.4% | +45.6% | -92.0% | -47.0% |
| YTD | +11.0% | +17.1% | -6.1% | +8.6% |
| 1Y | +12.6% | +13.2% | -0.5% | +13.2% |
| All | +12.6% | +10.0% | +2.7% | +13.2% |
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