+572.4%
CDNS vs GLDM
+248.1%
+324.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 3M | -28.9% | -1.1% | -27.8% | -28.7% |
| 6M | -4.2% | -13.7% | +9.5% | -1.0% |
| YTD | -6.4% | +2.8% | -9.1% | -7.6% |
| 1Y | -16.2% | +24.8% | -41.1% | -22.1% |
| 3Y | +20.2% | +127.8% | -107.6% | -8.2% |
| 5Y | +76.6% | +141.1% | -64.5% | +30.2% |
| All | +572.4% | +248.1% | +324.3% | +408.8% |
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 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