+17.0%
CDNS vs GIS
-35.3%
+52.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.1% |
| 7D | -7.2% | -8.6% | +1.4% | -8.8% |
| 30D | -14.3% | -0.5% | -13.8% | -14.2% |
| 3M | -27.2% | +11.9% | -39.1% | -25.0% |
| 6M | -4.5% | -11.6% | +7.1% | -5.8% |
| YTD | -9.0% | -16.3% | +7.4% | -10.8% |
| 1Y | -21.3% | -21.8% | +0.4% | -24.0% |
| All | +17.0% | -35.3% | +52.3% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling