+77.1%
CDNS vs GFS
-25.2%
+102.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.2% |
| 7D | +1.0% | +7.4% | -6.4% | -1.4% |
| 30D | -2.0% | -15.3% | +13.3% | +3.1% |
| 3M | -0.2% | -21.1% | +20.9% | +6.9% |
| 6M | -8.9% | -44.5% | +35.6% | +7.1% |
| YTD | +3.3% | +19.2% | -15.9% | -8.6% |
| 1Y | +2.2% | +27.2% | -25.0% | -11.8% |
| 3Y | +22.4% | -20.1% | +42.5% | +18.3% |
| All | +77.1% | -25.2% | +102.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling