+1,036.6%
CDNS vs GPC
+83.6%
+953.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -7.2% | -0.6% | -6.6% | -7.0% |
| 30D | -14.3% | +1.3% | -15.6% | -14.7% |
| 3M | -27.2% | +37.1% | -64.3% | -35.8% |
| 6M | -4.5% | +23.2% | -27.7% | -12.7% |
| YTD | -9.0% | +13.1% | -22.0% | -14.5% |
| 1Y | -21.3% | +0.9% | -22.2% | -23.0% |
| 3Y | +19.6% | -0.8% | +20.4% | +13.6% |
| 5Y | +71.5% | +31.1% | +40.4% | +44.3% |
| 10Y | +1,036.6% | +87.4% | +949.2% | +690.3% |
| All | +1,036.6% | +83.6% | +953.0% | +690.3% |
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