+142.5%
GLD vs CDW
-19.1%
+161.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.9% |
| 7D | -0.5% | +3.2% | -3.7% | -0.4% |
| 30D | +4.4% | +9.3% | -4.9% | +4.7% |
| 3M | -1.1% | +9.8% | -10.9% | -0.8% |
| 6M | -13.8% | +23.3% | -37.1% | -13.3% |
| YTD | +2.6% | +13.7% | -11.0% | +3.2% |
| 1Y | +24.5% | -6.5% | +31.0% | +25.1% |
| 3Y | +125.8% | -25.2% | +151.1% | +127.1% |
| All | +142.5% | -19.1% | +161.7% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling