-10.2%
GLD vs CDW
+18.3%
-28.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +0.7% |
| 7D | +1.9% | -4.1% | +6.0% | +1.6% |
| 30D | -1.8% | +16.7% | -18.5% | -1.2% |
| 3M | -3.6% | +13.6% | -17.2% | -3.0% |
| 6M | -10.2% | +17.0% | -27.3% | -9.1% |
| All | -10.2% | +18.3% | -28.5% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling