+205.6%
GLD vs CDW
+315.4%
-109.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -5.5% | +9.1% | -14.6% | -5.4% |
| 30D | -7.0% | +13.7% | -20.7% | -6.9% |
| 3M | -12.4% | +27.0% | -39.4% | -12.1% |
| 6M | -18.0% | +75.9% | -93.9% | -17.4% |
| YTD | -10.5% | +28.9% | -39.3% | -10.1% |
| 1Y | -8.1% | +19.6% | -27.7% | -7.7% |
| 3Y | +97.7% | -14.6% | +112.3% | +98.3% |
| 5Y | +103.4% | -3.2% | +106.6% | +103.9% |
| All | +205.6% | +315.4% | -109.8% | +216.2% |
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