+1,209.3%
CDNS vs GD
+174.9%
+1,034.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -2.1% |
| 7D | +2.4% | -1.9% | +4.3% | +3.3% |
| 30D | -6.0% | +10.9% | -16.9% | -10.3% |
| 3M | -0.1% | -6.8% | +6.7% | +2.7% |
| 6M | -8.6% | +7.0% | -15.6% | -12.0% |
| YTD | +6.1% | +11.1% | -5.0% | -0.1% |
| 1Y | +0.8% | +7.0% | -6.2% | -3.4% |
| 3Y | +26.8% | +59.9% | -33.1% | +0.3% |
| 5Y | +86.9% | +102.5% | -15.6% | +31.5% |
| All | +1,209.3% | +174.9% | +1,034.4% | +721.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling