+1,026.7%
CDNS vs GIS
-19.3%
+1,046.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.4% |
| 7D | -6.5% | -8.4% | +1.9% | -5.7% |
| 30D | -13.0% | -5.2% | -7.8% | -12.6% |
| 3M | -26.0% | +8.2% | -34.2% | -26.8% |
| 6M | -2.8% | -12.0% | +9.2% | -1.5% |
| YTD | -8.8% | -18.9% | +10.0% | -6.6% |
| 1Y | -15.8% | -23.6% | +7.8% | -13.2% |
| 3Y | +19.7% | -37.6% | +57.3% | +25.1% |
| 5Y | +70.8% | -25.2% | +96.0% | +66.6% |
| All | +1,026.7% | -19.3% | +1,046.0% | +1,057.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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