+100.5%
GSK vs CDW
+325.6%
-225.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.4% | +1.7% |
| 7D | +4.9% | +9.3% | -4.4% | +3.4% |
| 30D | +10.8% | +15.8% | -4.9% | +8.2% |
| 3M | -1.8% | +21.8% | -23.6% | -5.2% |
| 6M | +4.1% | +58.8% | -54.7% | -4.5% |
| YTD | +7.9% | +22.8% | -14.9% | +2.5% |
| 1Y | +14.4% | +17.9% | -3.5% | +9.5% |
| 3Y | +68.1% | -17.4% | +85.5% | +69.1% |
| 5Y | +47.7% | -5.7% | +53.4% | +42.3% |
| 10Y | +100.5% | +319.5% | -219.0% | +70.3% |
| All | +100.5% | +325.6% | -225.1% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling