+380.7%
GH vs CDW
+117.6%
+263.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | -8.2% | +2.6% | -10.8% | -9.1% |
| 30D | -4.9% | +20.4% | -25.3% | -12.9% |
| 3M | -6.2% | +28.5% | -34.7% | -17.8% |
| 6M | +60.0% | +70.6% | -10.6% | +18.8% |
| YTD | +51.5% | +29.1% | +22.4% | +24.9% |
| 1Y | +58.4% | +23.8% | +34.6% | +33.2% |
| 3Y | +617.2% | -14.5% | +631.7% | +613.9% |
| 5Y | +47.0% | -1.6% | +48.6% | +34.2% |
| All | +380.7% | +117.6% | +263.1% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling