+87.2%
CDNS vs GGLL
+188.6%
-101.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | -2.4% | +3.1% | -5.5% | -3.1% |
| 30D | -10.2% | -36.3% | +26.2% | -1.3% |
| 3M | -5.5% | -40.4% | +34.9% | +5.0% |
| 6M | -9.9% | -54.6% | +44.8% | +5.4% |
| YTD | +2.3% | -31.1% | +33.5% | +5.1% |
| 1Y | -1.4% | -19.2% | +17.8% | -4.1% |
| 3Y | +28.1% | +151.5% | -123.4% | -17.8% |
| All | +87.2% | +188.6% | -101.4% | +9.2% |
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