-17.3%
GIS vs CDW
+312.7%
-329.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | -3.4% | +9.3% | -12.7% | -4.1% |
| 30D | +6.9% | +14.4% | -7.5% | +5.6% |
| 3M | -10.1% | +21.4% | -31.5% | -11.7% |
| 6M | +5.9% | +72.8% | -66.9% | +0.8% |
| YTD | -21.1% | +28.0% | -49.1% | -23.4% |
| 1Y | -22.5% | +19.3% | -41.8% | -24.3% |
| 3Y | -39.0% | -15.3% | -23.7% | -39.3% |
| 5Y | -33.3% | -3.8% | -29.5% | -35.0% |
| All | -17.3% | +312.7% | -329.9% | -26.3% |
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