+677.7%
GS vs CDW
+1,010.9%
-333.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.7% | -9.1% | -1.9% |
| 7D | +0.3% | +3.7% | -3.4% | -1.6% |
| 30D | +3.9% | +26.0% | -22.1% | -6.6% |
| 3M | -11.4% | +10.1% | -21.5% | -16.5% |
| 6M | +3.7% | +26.1% | -22.4% | -11.3% |
| YTD | +7.1% | +25.9% | -18.7% | -9.3% |
| 1Y | +19.7% | +21.5% | -1.9% | +3.0% |
| 3Y | +202.8% | -15.7% | +218.6% | +204.3% |
| 5Y | +156.7% | -2.3% | +159.0% | +132.6% |
| 10Y | +548.7% | +337.4% | +211.3% | +199.8% |
| All | +677.7% | +1,010.9% | -333.2% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling