+23.8%
GH vs CDW
-22.8%
+46.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +1.9% |
| 7D | -2.1% | -3.9% | +1.8% | -0.6% |
| 30D | -4.5% | +6.9% | -11.3% | -7.6% |
| 3M | +28.9% | +7.7% | +21.2% | +22.0% |
| 6M | +76.5% | +18.3% | +58.2% | +53.9% |
| YTD | +57.6% | +7.8% | +49.8% | +43.2% |
| 1Y | +167.5% | -12.2% | +179.7% | +172.5% |
| 3Y | +377.4% | -28.9% | +406.3% | +429.5% |
| 5Y | +23.8% | -22.8% | +46.6% | +6.6% |
| All | +23.8% | -22.8% | +46.6% | +6.6% |
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