+615.4%
CDNS vs GLDM
+221.7%
+393.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.7% |
| 7D | -9.1% | +1.9% | -11.0% | -9.6% |
| 30D | -13.4% | -1.7% | -11.7% | -13.0% |
| 3M | -7.6% | -3.5% | -4.1% | -6.8% |
| 6M | -11.9% | -10.1% | -1.9% | -9.7% |
| YTD | -0.4% | -5.0% | +4.7% | +0.1% |
| 1Y | -4.9% | +2.8% | -7.7% | -6.6% |
| 3Y | +24.8% | +105.1% | -80.3% | -2.0% |
| 5Y | +75.0% | +124.3% | -49.3% | +31.2% |
| All | +615.4% | +221.7% | +393.8% | +451.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling