+318.8%
GPN vs CDW
+903.1%
-584.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +0.8% | +3.2% | -2.4% | -0.9% |
| 30D | +5.8% | +9.3% | -3.5% | +0.6% |
| 3M | +37.0% | +9.8% | +27.2% | +28.5% |
| 6M | +20.1% | +23.3% | -3.2% | +2.8% |
| YTD | +20.4% | +13.7% | +6.8% | +7.3% |
| 1Y | +7.4% | -6.5% | +13.9% | +5.7% |
| 3Y | -26.1% | -25.2% | -0.9% | -19.4% |
| 5Y | -38.5% | -19.5% | -19.0% | -37.1% |
| 10Y | +28.4% | +285.8% | -257.4% | -36.0% |
| All | +318.8% | +903.1% | -584.3% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling