+634.9%
CDNS vs GLDM
+219.1%
+415.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -2.4% | +4.7% | -7.1% | -3.6% |
| 30D | -10.2% | -0.9% | -9.3% | -10.0% |
| 3M | -5.5% | -4.3% | -1.2% | -4.4% |
| 6M | -9.9% | -13.4% | +3.5% | -6.8% |
| YTD | +2.3% | -5.8% | +8.2% | +3.1% |
| 1Y | -1.4% | +2.1% | -3.5% | -2.9% |
| 3Y | +28.1% | +105.0% | -76.9% | +0.6% |
| 5Y | +79.7% | +122.5% | -42.8% | +35.1% |
| All | +634.9% | +219.1% | +415.9% | +467.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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