+49.2%
GSK vs CDW
-19.1%
+68.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -1.8% | +3.2% | -5.0% | -2.2% |
| 30D | -2.2% | +9.3% | -11.5% | -3.3% |
| 3M | -1.8% | +9.8% | -11.6% | -3.2% |
| 6M | -10.6% | +23.3% | -34.0% | -13.8% |
| YTD | +4.4% | +13.7% | -9.2% | +1.8% |
| 1Y | +30.4% | -6.5% | +36.9% | +30.5% |
| 3Y | +60.1% | -25.2% | +85.3% | +64.1% |
| All | +49.2% | -19.1% | +68.3% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling