-32.0%
GFS vs CDW
-5.0%
-27.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.8% | 0.0% | +2.3% |
| 7D | -3.1% | +9.3% | -12.4% | -8.3% |
| 30D | -16.0% | +15.8% | -31.8% | -23.4% |
| 3M | -24.7% | +21.8% | -46.5% | -34.3% |
| 6M | -45.1% | +58.8% | -103.9% | -61.6% |
| YTD | +16.5% | +22.8% | -6.3% | -7.0% |
| 1Y | +19.3% | +17.9% | +1.4% | -1.5% |
| 3Y | -20.0% | -17.4% | -2.5% | -13.3% |
| 5Y | -32.0% | -5.7% | -26.3% | -37.5% |
| All | -32.0% | -5.0% | -27.0% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling