+185.7%
GS vs CDW
-19.1%
+204.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.9% | +3.2% | -2.2% | -0.1% |
| 30D | -1.6% | +9.3% | -10.9% | -4.7% |
| 3M | -4.5% | +9.8% | -14.3% | -8.7% |
| 6M | +20.9% | +23.3% | -2.5% | +7.5% |
| YTD | +19.9% | +13.7% | +6.2% | +10.0% |
| 1Y | +41.4% | -6.5% | +47.9% | +41.4% |
| 3Y | +239.2% | -25.2% | +264.4% | +263.8% |
| All | +185.7% | -19.1% | +204.9% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling