+13.1%
GSK vs CDW
+13.2%
-0.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.7% | -7.6% | +4.3% |
| 7D | +4.9% | +3.7% | +1.2% | +4.5% |
| 30D | +9.9% | +26.0% | -16.1% | +8.6% |
| 3M | +0.2% | +10.1% | -9.9% | -0.5% |
| 6M | +2.3% | +26.1% | -23.7% | +1.2% |
| YTD | +7.1% | +25.9% | -18.8% | +4.0% |
| 1Y | +13.1% | +21.5% | -8.4% | +10.3% |
| All | +13.1% | +13.2% | -0.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling