+92.2%
GSK vs CDW
+933.5%
-841.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.7% | +2.1% | -0.4% | +1.2% |
| 30D | +7.0% | +14.7% | -7.7% | +4.3% |
| 3M | -2.7% | +11.1% | -13.8% | -5.0% |
| 6M | +1.4% | +45.6% | -44.2% | -6.5% |
| YTD | +5.3% | +17.1% | -11.8% | +0.3% |
| 1Y | +10.6% | +13.2% | -2.5% | +6.0% |
| 3Y | +62.6% | -22.2% | +84.8% | +65.1% |
| 5Y | +41.7% | -10.1% | +51.8% | +37.0% |
| 10Y | +104.7% | +307.0% | -202.2% | +35.0% |
| All | +92.2% | +933.5% | -841.3% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling