+212.2%
GLD vs CDW
+325.6%
-113.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -3.0% | +1.9% |
| 7D | +4.9% | +9.3% | -4.4% | +5.0% |
| 30D | -1.3% | +15.8% | -17.1% | -1.1% |
| 3M | -4.8% | +21.8% | -26.5% | -4.5% |
| 6M | -12.5% | +58.8% | -71.3% | -11.9% |
| YTD | -4.2% | +22.8% | -27.0% | -3.8% |
| 1Y | +3.0% | +17.9% | -14.9% | +3.5% |
| 3Y | +109.1% | -17.4% | +126.5% | +109.6% |
| 5Y | +121.6% | -5.7% | +127.3% | +122.2% |
| 10Y | +212.2% | +319.5% | -107.3% | +240.1% |
| All | +212.2% | +325.6% | -113.4% | +240.1% |
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