+221.3%
GLD vs CDW
+933.5%
-712.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | -4.4% | +11.1% | -15.5% | -4.1% |
| 6M | -13.6% | +45.6% | -59.1% | -12.6% |
| YTD | -6.0% | +17.1% | -23.1% | -5.4% |
| 1Y | +1.8% | +13.2% | -11.4% | +2.4% |
| 3Y | +103.2% | -22.2% | +125.4% | +103.3% |
| 5Y | +119.3% | -10.1% | +129.5% | +120.3% |
| 10Y | +199.5% | +307.0% | -107.5% | +230.9% |
| All | +221.3% | +933.5% | -712.2% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling