+62.6%
GSK vs CDW
-21.8%
+84.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +1.7% | +2.1% | -0.4% | +1.4% |
| 30D | +7.0% | +14.7% | -7.7% | +5.8% |
| 3M | -2.7% | +11.1% | -13.8% | -3.7% |
| 6M | +1.4% | +45.6% | -44.2% | -2.4% |
| YTD | +5.3% | +17.1% | -11.8% | +3.0% |
| 1Y | +10.6% | +13.2% | -2.5% | +8.6% |
| 3Y | +62.6% | -22.2% | +84.8% | +71.6% |
| All | +62.6% | -21.8% | +84.4% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling