+71.5%
CDNS vs GIS
-23.6%
+95.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | 0.0% |
| 7D | -7.2% | -8.6% | +1.4% | -8.0% |
| 30D | -14.3% | -0.5% | -13.8% | -14.2% |
| 3M | -27.2% | +11.9% | -39.1% | -26.1% |
| 6M | -4.5% | -11.6% | +7.1% | -4.8% |
| YTD | -9.0% | -16.3% | +7.4% | -9.4% |
| 1Y | -21.3% | -21.8% | +0.4% | -22.1% |
| 3Y | +19.6% | -35.7% | +55.2% | +15.8% |
| 5Y | +71.5% | -22.9% | +94.4% | +51.7% |
| All | +71.5% | -23.6% | +95.1% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling