+405.5%
GH vs CDW
+79.0%
+326.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | -0.2% | -4.2% | +4.1% | +1.6% |
| 30D | -2.6% | +4.9% | -7.5% | -5.4% |
| 3M | +25.1% | +7.3% | +17.8% | +18.1% |
| 6M | +78.5% | +19.2% | +59.3% | +54.4% |
| YTD | +59.4% | +6.2% | +53.2% | +45.0% |
| 1Y | +173.9% | -14.0% | +187.9% | +177.1% |
| 3Y | +382.7% | -30.0% | +412.7% | +431.7% |
| 5Y | +24.4% | -23.6% | +48.0% | +28.4% |
| All | +405.5% | +79.0% | +326.6% | +187.1% |
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