+1,044.2%
CDNS vs GFI
+1,066.8%
-22.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.6% |
| 7D | -1.1% | -4.9% | +3.7% | -0.8% |
| 30D | -10.4% | +10.7% | -21.2% | -11.1% |
| 3M | -24.6% | +25.6% | -50.2% | -26.0% |
| 6M | -1.6% | -8.3% | +6.6% | -1.6% |
| YTD | -7.4% | +6.3% | -13.7% | -8.5% |
| 1Y | -18.4% | +22.1% | -40.5% | -20.4% |
| 3Y | +19.0% | +289.2% | -270.2% | +5.5% |
| 5Y | +73.4% | +531.7% | -458.3% | +46.9% |
| All | +1,044.2% | +1,066.8% | -22.6% | +897.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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