+1,242.9%
CDNS vs GD
+185.2%
+1,057.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.2% |
| 7D | +2.1% | -3.0% | +5.2% | +3.5% |
| 30D | -4.6% | +9.3% | -13.9% | -8.3% |
| 3M | -0.8% | -7.2% | +6.4% | +2.2% |
| 6M | -7.2% | +5.5% | -12.7% | -10.1% |
| YTD | +7.7% | +9.5% | -1.8% | +2.1% |
| 1Y | +3.5% | +6.4% | -2.9% | -0.6% |
| 3Y | +31.2% | +59.8% | -28.6% | +3.9% |
| 5Y | +84.5% | +98.0% | -13.5% | +31.2% |
| 10Y | +1,242.9% | +177.4% | +1,065.5% | +757.7% |
| All | +1,242.9% | +185.2% | +1,057.7% | +757.7% |
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