-24.9%
GFS vs CDW
-21.8%
-3.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.5% |
| 7D | -7.8% | +2.1% | -9.9% | -8.9% |
| 30D | -19.7% | +14.7% | -34.4% | -24.6% |
| 3M | -23.1% | +11.1% | -34.2% | -27.6% |
| 6M | -46.4% | +45.6% | -92.0% | -57.5% |
| YTD | +11.0% | +17.1% | -6.1% | -3.8% |
| 1Y | +12.6% | +13.2% | -0.5% | +0.2% |
| 3Y | -24.9% | -22.2% | -2.8% | -20.8% |
| All | -24.9% | -21.8% | -3.2% | -20.8% |
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 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