+211.6%
GM vs CDW
+312.7%
-101.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.2% | +9.3% | -9.5% | -4.4% |
| 30D | +3.6% | +14.4% | -10.8% | -3.7% |
| 3M | -0.2% | +21.4% | -21.7% | -10.7% |
| 6M | +13.9% | +72.8% | -58.9% | -17.3% |
| YTD | +6.5% | +28.0% | -21.6% | -12.7% |
| 1Y | +20.7% | +19.3% | +1.3% | +3.1% |
| 3Y | +229.5% | -15.3% | +244.8% | +229.3% |
| 5Y | +41.5% | -3.8% | +45.3% | +28.8% |
| All | +211.6% | +312.7% | -101.1% | +55.6% |
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