+399.9%
GH vs CDW
+81.6%
+318.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +2.1% |
| 7D | -2.1% | -3.9% | +1.8% | -0.5% |
| 30D | -4.5% | +6.9% | -11.3% | -8.0% |
| 3M | +28.9% | +7.7% | +21.2% | +21.5% |
| 6M | +76.5% | +18.3% | +58.2% | +53.5% |
| YTD | +57.6% | +7.8% | +49.8% | +42.5% |
| 1Y | +167.5% | -12.2% | +179.7% | +167.9% |
| 3Y | +377.4% | -28.9% | +406.3% | +422.4% |
| 5Y | +23.8% | -22.8% | +46.6% | +27.3% |
| All | +399.9% | +81.6% | +318.3% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling