+486.7%
GS vs CDW
+303.2%
+183.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -3.2% | +2.1% | -5.3% | -4.3% |
| 30D | -2.4% | +14.7% | -17.2% | -8.7% |
| 3M | -15.7% | +11.1% | -26.9% | -20.8% |
| 6M | -6.8% | +45.6% | -52.4% | -25.0% |
| YTD | -0.1% | +17.1% | -17.2% | -13.2% |
| 1Y | +12.1% | +13.2% | -1.1% | -0.8% |
| 3Y | +185.8% | -22.2% | +208.0% | +198.7% |
| 5Y | +140.1% | -10.1% | +150.2% | +124.0% |
| All | +486.7% | +303.2% | +183.5% | +189.4% |
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