+393.1%
GH vs CDW
+106.9%
+286.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +3.2% |
| 7D | -7.0% | +9.3% | -16.3% | -10.9% |
| 30D | -5.2% | +15.8% | -21.0% | -11.6% |
| 3M | -5.8% | +21.8% | -27.5% | -15.3% |
| 6M | +65.9% | +58.8% | +7.2% | +27.3% |
| YTD | +55.5% | +22.8% | +32.7% | +31.0% |
| 1Y | +64.2% | +17.9% | +46.3% | +41.1% |
| 3Y | +606.0% | -17.4% | +623.5% | +611.5% |
| 5Y | +47.3% | -5.7% | +53.0% | +36.9% |
| All | +393.1% | +106.9% | +286.2% | +159.4% |
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