+95.0%
CDNS vs GGLL
+217.5%
-122.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.4% |
| 7D | +7.0% | +11.5% | -4.5% | +4.3% |
| 30D | -0.3% | -31.2% | +31.0% | +7.6% |
| 3M | +3.2% | -28.7% | +31.8% | +9.8% |
| 6M | -6.9% | -47.2% | +40.3% | +4.9% |
| YTD | +6.6% | -24.3% | +30.9% | +7.0% |
| 1Y | +5.6% | -12.0% | +17.6% | +0.9% |
| 3Y | +27.4% | +169.6% | -142.2% | -19.3% |
| All | +95.0% | +217.5% | -122.4% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling