-36.4%
GLXY vs CDW
-10.0%
-26.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.8% | +1.4% | +5.4% |
| 7D | -0.5% | +9.3% | -9.9% | -2.2% |
| 30D | -28.6% | +15.8% | -44.4% | -30.5% |
| 3M | -28.1% | +21.8% | -49.8% | -30.8% |
| 6M | -52.0% | +58.8% | -110.8% | -56.2% |
| YTD | -35.1% | +22.8% | -57.9% | -37.3% |
| 1Y | -54.0% | +17.9% | -71.9% | -53.9% |
| All | -36.4% | -10.0% | -26.4% | -24.4% |
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