+1,044.2%
CDNS vs GDDY
+207.2%
+837.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.8% |
| 7D | -1.1% | -3.2% | +2.1% | +0.1% |
| 30D | -10.4% | +6.8% | -17.3% | -13.8% |
| 3M | -24.6% | +30.5% | -55.1% | -35.6% |
| 6M | -1.6% | +13.3% | -15.0% | -10.9% |
| YTD | -7.4% | -21.0% | +13.5% | -1.6% |
| 1Y | -18.4% | -34.0% | +15.6% | -5.4% |
| 3Y | +19.0% | +33.1% | -14.1% | -5.3% |
| 5Y | +73.4% | +30.3% | +43.1% | +36.8% |
| All | +1,044.2% | +207.2% | +837.0% | +523.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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