+656.4%
CDNS vs GLDM
+212.7%
+443.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -0.1% | -2.0% | +1.9% | +0.4% |
| 30D | -5.5% | -4.4% | -1.1% | -4.4% |
| 3M | +0.5% | -8.8% | +9.4% | +2.9% |
| 6M | -9.6% | -15.9% | +6.3% | -5.8% |
| YTD | +5.3% | -7.7% | +13.0% | +6.6% |
| 1Y | +3.4% | -3.6% | +7.0% | +3.4% |
| 3Y | +25.9% | +105.2% | -79.4% | -1.3% |
| 5Y | +85.8% | +112.8% | -27.0% | +41.5% |
| All | +656.4% | +212.7% | +443.7% | +487.5% |
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