-40.1%
GLXY vs CDW
-14.1%
-26.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.4% |
| 7D | -14.6% | +2.1% | -16.7% | -14.9% |
| 30D | -36.2% | +14.7% | -50.9% | -37.9% |
| 3M | -30.1% | +11.1% | -41.2% | -31.7% |
| 6M | -56.1% | +45.6% | -101.7% | -59.3% |
| YTD | -38.9% | +17.1% | -56.0% | -40.6% |
| 1Y | -55.0% | +13.2% | -68.2% | -54.7% |
| All | -40.1% | -14.1% | -26.0% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling