+113.3%
GLD vs CDW
-2.4%
+115.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 6M | -14.8% | +63.4% | -78.2% | -14.0% |
| YTD | -6.8% | +26.3% | -33.1% | -6.2% |
| 1Y | -2.4% | +20.6% | -23.0% | -1.8% |
| 3Y | +105.8% | -16.3% | +122.1% | +107.0% |
| 5Y | +113.3% | -3.9% | +117.2% | +112.9% |
| All | +113.3% | -2.4% | +115.7% | +112.9% |
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