+643.9%
CDNS vs GH
+446.7%
+197.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.7% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -2.0% | -6.9% | +5.0% | -0.7% |
| 3M | -0.2% | -4.9% | +4.7% | +0.2% |
| 6M | -8.9% | +54.1% | -63.0% | -17.2% |
| YTD | +3.3% | +48.5% | -45.2% | -5.9% |
| 1Y | +2.2% | +61.2% | -58.9% | -8.5% |
| 3Y | +22.4% | +570.3% | -548.0% | -22.5% |
| 5Y | +78.0% | +46.1% | +31.9% | +40.0% |
| All | +643.9% | +446.7% | +197.3% | +407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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