+118.6%
GLD vs CDW
-10.5%
+129.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +4.7% | +2.1% | +2.6% | +4.7% |
| 30D | -0.9% | +14.7% | -15.6% | -0.7% |
| 3M | -4.4% | +11.1% | -15.5% | -4.2% |
| 6M | -13.6% | +45.6% | -59.1% | -12.9% |
| YTD | -6.0% | +17.1% | -23.1% | -5.5% |
| 1Y | +1.8% | +13.2% | -11.4% | +2.3% |
| 3Y | +103.2% | -22.2% | +125.4% | +104.3% |
| All | +118.6% | -10.5% | +129.0% | +118.3% |
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