+770.4%
GS vs CDW
+903.1%
-132.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.9% | +3.2% | -2.2% | -0.5% |
| 30D | -1.6% | +9.3% | -10.9% | -5.8% |
| 3M | -4.5% | +9.8% | -14.3% | -10.2% |
| 6M | +20.9% | +23.3% | -2.5% | +4.5% |
| YTD | +19.9% | +13.7% | +6.2% | +7.1% |
| 1Y | +41.4% | -6.5% | +47.9% | +38.3% |
| 3Y | +239.2% | -25.2% | +264.4% | +262.7% |
| 5Y | +185.0% | -19.5% | +204.5% | +185.7% |
| 10Y | +655.0% | +285.8% | +369.1% | +271.3% |
| All | +770.4% | +903.1% | -132.7% | +267.3% |
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 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