+1,242.9%
CDNS vs GPC
+93.7%
+1,149.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.4% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | -4.6% | -1.1% | -3.5% | -4.5% |
| 3M | -0.8% | -6.6% | +5.8% | +1.3% |
| 6M | -7.2% | +22.2% | -29.5% | -15.2% |
| YTD | +7.7% | +5.1% | +2.6% | +3.5% |
| 1Y | +3.5% | +2.8% | +0.7% | +0.2% |
| 3Y | +31.2% | +2.4% | +28.9% | +22.3% |
| 5Y | +84.5% | +7.8% | +76.8% | +66.7% |
| 10Y | +1,242.9% | +87.2% | +1,155.7% | +843.8% |
| All | +1,242.9% | +93.7% | +1,149.2% | +843.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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