-34.6%
GIS vs CDW
-29.2%
-5.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -1.3% |
| 7D | -8.3% | -3.9% | -4.4% | -8.1% |
| 30D | +2.2% | +6.9% | -4.7% | +1.8% |
| 3M | +15.7% | +7.7% | +8.0% | +15.0% |
| 6M | -12.0% | +18.3% | -30.3% | -13.3% |
| YTD | -15.0% | +7.8% | -22.7% | -16.0% |
| 1Y | -20.1% | -12.2% | -8.0% | -20.6% |
| 3Y | -34.6% | -28.9% | -5.7% | -35.8% |
| All | -34.6% | -29.2% | -5.4% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling