-47.0%
GPN vs CDW
-23.8%
-23.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.0% |
| 7D | -6.2% | -4.2% | -2.0% | -4.5% |
| 30D | +1.0% | +4.9% | -3.8% | -1.5% |
| 3M | +36.9% | +7.3% | +29.6% | +30.8% |
| 6M | +16.8% | +19.2% | -2.4% | +2.7% |
| YTD | +13.2% | +6.2% | +7.0% | +5.6% |
| 1Y | +1.4% | -14.0% | +15.5% | +5.5% |
| 3Y | -28.6% | -30.0% | +1.3% | -19.4% |
| 5Y | -47.0% | -23.6% | -23.4% | -46.9% |
| All | -47.0% | -23.8% | -23.2% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling