+185.8%
GS vs CDW
-21.8%
+207.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.2% | +2.1% | -5.3% | -3.7% |
| 30D | -2.4% | +14.7% | -17.2% | -5.9% |
| 3M | -15.7% | +11.1% | -26.9% | -18.4% |
| 6M | -6.8% | +45.6% | -52.4% | -18.1% |
| YTD | -0.1% | +17.1% | -17.2% | -7.4% |
| 1Y | +12.1% | +13.2% | -1.1% | +5.5% |
| 3Y | +185.8% | -22.2% | +208.0% | +188.3% |
| All | +185.8% | -21.8% | +207.5% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling