+438.8%
GS vs CDW
+312.7%
+126.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +5.9% | +9.3% | -3.5% | +1.7% |
| 30D | +4.3% | +14.4% | -10.1% | -2.2% |
| 3M | -11.7% | +21.4% | -33.1% | -20.1% |
| 6M | -3.2% | +72.8% | -76.0% | -28.0% |
| YTD | +5.8% | +28.0% | -22.2% | -11.7% |
| 1Y | +16.0% | +19.3% | -3.3% | +0.6% |
| 3Y | +199.8% | -15.3% | +215.1% | +201.9% |
| 5Y | +155.5% | -3.8% | +159.3% | +132.0% |
| All | +438.8% | +312.7% | +126.2% | +151.9% |
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 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