+90.5%
GSK vs CDW
+903.1%
-812.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -1.8% | +3.2% | -5.0% | -2.4% |
| 30D | -2.2% | +9.3% | -11.5% | -3.9% |
| 3M | -1.8% | +9.8% | -11.6% | -3.9% |
| 6M | -10.6% | +23.3% | -34.0% | -15.3% |
| YTD | +4.4% | +13.7% | -9.2% | +0.3% |
| 1Y | +30.4% | -6.5% | +36.9% | +29.8% |
| 3Y | +60.1% | -25.2% | +85.3% | +64.3% |
| 5Y | +46.8% | -19.5% | +66.3% | +45.7% |
| 10Y | +79.2% | +285.8% | -206.6% | +20.0% |
| All | +90.5% | +903.1% | -812.6% | +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