-42.6%
GFS vs CDW
-8.7%
-33.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.1% | -3.7% | -6.6% |
| 7D | -20.7% | -4.1% | -16.6% | -19.3% |
| 30D | -25.2% | +16.7% | -42.0% | -32.2% |
| 3M | -26.3% | +13.6% | -39.9% | -33.3% |
| 6M | -50.7% | +17.0% | -67.7% | -58.5% |
| YTD | +4.5% | +18.1% | -13.6% | -14.9% |
| 1Y | +2.5% | +10.5% | -8.0% | -11.7% |
| 3Y | -30.9% | -20.9% | -10.0% | -23.5% |
| 5Y | -42.6% | -9.3% | -33.3% | -46.2% |
| All | -42.6% | -8.7% | -33.9% | -46.2% |
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 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