+19.2%
CDNS vs GLDM
+128.8%
-109.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -14.0% | -0.5% | -13.5% | -13.9% |
| 30D | -13.2% | +4.4% | -17.6% | -13.8% |
| 3M | -28.9% | -1.1% | -27.8% | -28.8% |
| 6M | -4.2% | -13.7% | +9.5% | -2.1% |
| YTD | -6.4% | +2.8% | -9.1% | -6.8% |
| 1Y | -16.2% | +24.8% | -41.1% | -20.6% |
| All | +19.2% | +128.8% | -109.5% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling