+186.8%
GS vs CDW
-21.1%
+207.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.2% | -4.8% |
| 7D | -6.3% | -4.1% | -2.2% | -5.4% |
| 30D | -3.1% | +16.7% | -19.9% | -7.0% |
| 3M | -17.7% | +13.6% | -31.2% | -20.7% |
| 6M | -4.6% | +17.0% | -21.6% | -10.8% |
| YTD | +0.3% | +18.1% | -17.8% | -7.3% |
| 1Y | +11.7% | +10.5% | +1.3% | +6.5% |
| All | +186.8% | -21.1% | +207.9% | +188.7% |
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