+215.4%
GLD vs CDW
+329.0%
-113.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.7% |
| 7D | +2.8% | +13.1% | -10.3% | +2.9% |
| 30D | -4.0% | +19.1% | -23.1% | -3.8% |
| 3M | -8.2% | +24.7% | -33.0% | -8.0% |
| 6M | -14.8% | +63.4% | -78.2% | -14.2% |
| YTD | -6.8% | +26.3% | -33.1% | -6.4% |
| 1Y | -2.4% | +20.6% | -23.0% | -2.0% |
| 3Y | +105.8% | -16.3% | +122.1% | +106.3% |
| 5Y | +113.3% | -3.9% | +117.2% | +113.9% |
| All | +215.4% | +329.0% | -113.6% | +230.0% |
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