+488.8%
GS vs CDW
+306.8%
+182.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.2% | -3.6% |
| 7D | -6.3% | -4.1% | -2.2% | -4.8% |
| 30D | -3.1% | +16.7% | -19.9% | -10.1% |
| 3M | -17.7% | +13.6% | -31.2% | -23.3% |
| 6M | -4.6% | +17.0% | -21.6% | -16.0% |
| YTD | +0.3% | +18.1% | -17.8% | -13.2% |
| 1Y | +11.7% | +10.5% | +1.3% | +0.2% |
| 3Y | +183.6% | -20.9% | +204.5% | +193.9% |
| 5Y | +141.0% | -9.3% | +150.3% | +123.9% |
| All | +488.8% | +306.8% | +182.1% | +189.3% |
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