+25.3%
GPN vs CDW
+300.6%
-275.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -4.5% |
| 7D | -4.6% | +0.9% | -5.5% | -5.3% |
| 30D | -0.3% | +13.1% | -13.3% | -7.3% |
| 3M | +35.4% | +19.7% | +15.8% | +20.5% |
| 6M | +21.7% | +30.7% | -9.1% | -0.7% |
| YTD | +14.9% | +14.7% | +0.2% | +0.9% |
| 1Y | +3.2% | -5.3% | +8.5% | +0.7% |
| 3Y | -27.1% | -23.8% | -3.3% | -21.2% |
| 5Y | -44.4% | -16.8% | -27.6% | -44.5% |
| All | +25.3% | +300.6% | -275.2% | -33.3% |
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