-21.3%
CDNS vs GGLL
+64.8%
-86.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.8% |
| 7D | -7.2% | -3.9% | -3.3% | -6.7% |
| 30D | -14.3% | -15.4% | +1.1% | -12.4% |
| 3M | -27.2% | -21.9% | -5.3% | -25.3% |
| 6M | -4.5% | +4.5% | -9.0% | -9.1% |
| YTD | -9.0% | -2.4% | -6.5% | -12.8% |
| 1Y | -21.3% | +57.8% | -79.1% | -36.7% |
| All | -21.3% | +64.8% | -86.2% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling