-18.4%
CDNS vs GIS
-24.1%
+5.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.5% |
| 7D | -1.1% | -6.4% | +5.2% | -2.0% |
| 30D | -10.4% | -6.1% | -4.3% | -11.1% |
| 3M | -24.6% | +7.8% | -32.4% | -23.0% |
| 6M | -1.6% | -8.8% | +7.2% | -0.4% |
| YTD | -7.4% | -19.1% | +11.7% | -6.1% |
| 1Y | -18.4% | -24.8% | +6.3% | -17.9% |
| All | -18.4% | -24.1% | +5.7% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling