+5,711.3%
CDNS vs GIS
+1,482.6%
+4,228.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.4% | -2.5% |
| 7D | -9.2% | -8.3% | -1.0% | -7.1% |
| 30D | -16.3% | +2.2% | -18.4% | -16.9% |
| 3M | -27.9% | +15.7% | -43.6% | -31.2% |
| 6M | -4.3% | -12.0% | +7.6% | -1.7% |
| YTD | -9.1% | -15.0% | +5.9% | -5.9% |
| 1Y | -21.2% | -20.1% | -1.1% | -17.2% |
| 3Y | +19.4% | -34.6% | +54.0% | +29.8% |
| 5Y | +71.6% | -22.8% | +94.5% | +73.0% |
| 10Y | +1,005.1% | -18.5% | +1,023.6% | +958.5% |
| All | +5,711.3% | +1,482.6% | +4,228.7% | +1,331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling