-21.1%
GIS vs CDW
+300.6%
-321.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.2% | -0.9% |
| 7D | -6.4% | +0.9% | -7.3% | -6.5% |
| 30D | -6.1% | +13.1% | -19.2% | -7.1% |
| 3M | +7.8% | +19.7% | -11.8% | +6.1% |
| 6M | -8.8% | +30.7% | -39.5% | -11.4% |
| YTD | -19.1% | +14.7% | -33.8% | -20.6% |
| 1Y | -24.8% | -5.3% | -19.4% | -25.1% |
| 3Y | -37.6% | -23.8% | -13.7% | -37.2% |
| 5Y | -25.4% | -16.8% | -8.6% | -26.3% |
| All | -21.1% | +300.6% | -321.7% | -32.7% |
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