+25.5%
GSK vs CDW
-13.2%
+38.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -2.5% |
| 7D | -4.2% | -3.9% | -0.3% | -4.0% |
| 30D | -7.5% | +6.9% | -14.4% | -7.8% |
| 3M | -3.3% | +7.7% | -11.0% | -3.7% |
| 6M | -9.3% | +18.3% | -27.6% | -10.7% |
| YTD | +1.6% | +7.8% | -6.2% | +0.4% |
| 1Y | +25.5% | -12.2% | +37.7% | +23.0% |
| All | +25.5% | -13.2% | +38.7% | +23.0% |
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 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