+457.2%
GS vs CDW
+329.6%
+127.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.9% |
| 7D | +1.6% | +13.1% | -11.5% | -4.0% |
| 30D | +1.7% | +19.1% | -17.5% | -6.5% |
| 3M | -11.6% | +24.7% | -36.3% | -21.0% |
| 6M | -1.9% | +63.4% | -65.3% | -25.1% |
| YTD | +5.1% | +26.3% | -21.3% | -11.8% |
| 1Y | +16.4% | +20.6% | -4.2% | +0.2% |
| 3Y | +199.0% | -16.3% | +215.3% | +202.6% |
| 5Y | +157.4% | -3.9% | +161.4% | +133.5% |
| 10Y | +457.2% | +331.5% | +125.7% | +155.2% |
| All | +457.2% | +329.6% | +127.7% | +155.2% |
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