+81.9%
GSK vs CDW
+262.5%
-180.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.4% |
| 7D | -3.6% | -4.2% | +0.6% | -2.9% |
| 30D | -5.9% | +4.9% | -10.8% | -6.8% |
| 3M | -4.3% | +7.3% | -11.5% | -5.7% |
| 6M | -10.8% | +19.2% | -30.0% | -14.6% |
| YTD | +1.8% | +6.2% | -4.4% | -0.7% |
| 1Y | +23.5% | -14.0% | +37.5% | +24.7% |
| 3Y | +49.5% | -30.0% | +79.5% | +54.9% |
| 5Y | +49.7% | -23.6% | +73.3% | +49.8% |
| 10Y | +81.9% | +269.4% | -187.5% | +48.2% |
| All | +81.9% | +262.5% | -180.6% | +48.2% |
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