+94.1%
CDNS vs GGLL
+194.0%
-100.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +2.4% | +5.1% | -2.7% | +1.3% |
| 30D | -6.0% | -35.5% | +29.5% | +3.0% |
| 3M | -0.1% | -39.2% | +39.1% | +10.5% |
| 6M | -8.6% | -54.4% | +45.8% | +6.8% |
| YTD | +6.1% | -29.8% | +35.9% | +8.5% |
| 1Y | +0.8% | -20.4% | +21.2% | -1.3% |
| 3Y | +26.8% | +149.7% | -122.9% | -18.3% |
| All | +94.1% | +194.0% | -100.0% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling