+27.7%
GIS vs CDW
+903.1%
-875.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -7.8% | +3.2% | -11.0% | -8.1% |
| 30D | +6.6% | +9.3% | -2.7% | +5.5% |
| 3M | +21.0% | +9.8% | +11.2% | +19.5% |
| 6M | -9.1% | +23.3% | -32.4% | -11.7% |
| YTD | -13.6% | +13.7% | -27.3% | -15.5% |
| 1Y | -18.0% | -6.5% | -11.5% | -18.3% |
| 3Y | -33.7% | -25.2% | -8.4% | -33.0% |
| 5Y | -19.4% | -19.5% | +0.1% | -20.1% |
| 10Y | -21.3% | +285.8% | -307.1% | -39.6% |
| All | +27.7% | +903.1% | -875.4% | -12.4% |
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