+46.6%
GPN vs CDW
+312.7%
-266.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | -5.6% | +9.3% | -15.0% | -9.9% |
| 30D | +13.6% | +14.4% | -0.7% | +4.3% |
| 3M | -2.8% | +21.4% | -24.2% | -14.8% |
| 6M | +38.1% | +72.8% | -34.7% | -2.8% |
| YTD | +19.9% | +28.0% | -8.1% | -2.6% |
| 1Y | +23.4% | +19.3% | +4.1% | +4.5% |
| 3Y | -12.6% | -15.3% | +2.7% | -12.2% |
| 5Y | -26.6% | -3.8% | -22.8% | -33.7% |
| All | +46.6% | +312.7% | -266.1% | -29.2% |
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