+1,206.6%
CDNS vs GD
+165.4%
+1,041.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.7% |
| 7D | +7.0% | +1.9% | +5.1% | +6.2% |
| 30D | -0.3% | +9.2% | -9.5% | -4.2% |
| 3M | +3.2% | -7.5% | +10.6% | +6.3% |
| 6M | -6.9% | +5.8% | -12.7% | -10.0% |
| YTD | +6.6% | +9.8% | -3.2% | +0.9% |
| 1Y | +5.6% | +5.8% | -0.1% | +1.7% |
| 3Y | +27.4% | +58.0% | -30.6% | +1.3% |
| 5Y | +83.7% | +100.4% | -16.7% | +29.8% |
| All | +1,206.6% | +165.4% | +1,041.2% | +723.6% |
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