+11.7%
GS vs CDW
+13.6%
-1.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.2% | -5.7% |
| 7D | -6.3% | -4.1% | -2.2% | -6.0% |
| 30D | -3.1% | +16.7% | -19.9% | -4.2% |
| 3M | -17.7% | +13.6% | -31.2% | -18.4% |
| 6M | -4.6% | +17.0% | -21.6% | -6.4% |
| YTD | +0.3% | +18.1% | -17.8% | -0.4% |
| 1Y | +11.7% | +10.5% | +1.3% | +16.0% |
| All | +11.7% | +13.6% | -1.9% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling