+68.5%
CDNS vs GFS
-2.1%
+70.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | -7.2% | +4.5% | -11.7% | -8.5% |
| 30D | -14.3% | -8.2% | -6.1% | -12.1% |
| 3M | -27.2% | -38.9% | +11.7% | -16.2% |
| 6M | -4.5% | -2.9% | -1.6% | -7.1% |
| YTD | -9.0% | +31.8% | -40.7% | -21.3% |
| 1Y | -21.3% | +43.1% | -64.5% | -34.3% |
| 3Y | +19.6% | -20.6% | +40.2% | +16.9% |
| All | +68.5% | -2.1% | +70.6% | +50.5% |
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