+96.9%
CDNS vs GGLL
+195.8%
-98.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.6% |
| 7D | +2.1% | +6.3% | -4.2% | +0.7% |
| 30D | -4.6% | -35.1% | +30.5% | +4.3% |
| 3M | -0.8% | -37.7% | +36.9% | +9.0% |
| 6M | -7.2% | -54.1% | +46.9% | +8.2% |
| YTD | +7.7% | -29.4% | +37.1% | +9.9% |
| 1Y | +3.5% | -13.4% | +16.9% | -1.1% |
| 3Y | +31.2% | +158.3% | -127.1% | -16.3% |
| All | +96.9% | +195.8% | -98.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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