-21.5%
CDNS vs GPC
-0.3%
-21.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.6% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -16.3% | -0.4% | -15.9% | -16.2% |
| 3M | -27.9% | +39.2% | -67.1% | -32.0% |
| 6M | -4.3% | +18.2% | -22.5% | -6.7% |
| YTD | -9.1% | +12.1% | -21.2% | -8.3% |
| All | -21.5% | -0.3% | -21.2% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling