+77.4%
CDNS vs GLDM
+143.3%
-65.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 3M | -28.9% | -1.1% | -27.8% | -28.8% |
| 6M | -4.2% | -13.7% | +9.5% | -1.6% |
| YTD | -6.4% | +2.8% | -9.1% | -7.3% |
| 1Y | -16.2% | +24.8% | -41.1% | -21.3% |
| 3Y | +20.2% | +127.8% | -107.6% | -6.2% |
| All | +77.4% | +143.3% | -65.9% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling