+6,443.8%
CDNS vs GPC
+2,071.6%
+4,372.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.4% |
| 7D | -2.4% | +1.6% | -4.0% | -3.2% |
| 30D | -10.2% | -2.1% | -8.1% | -9.6% |
| 3M | -5.5% | -6.8% | +1.3% | -2.8% |
| 6M | -9.9% | +18.6% | -28.4% | -19.0% |
| YTD | +2.3% | +2.7% | -0.3% | -2.4% |
| 1Y | -1.4% | +1.8% | -3.2% | -5.8% |
| 3Y | +28.1% | +1.1% | +27.0% | +16.9% |
| 5Y | +79.7% | +4.1% | +75.7% | +59.5% |
| 10Y | +1,183.3% | +88.2% | +1,095.0% | +656.3% |
| All | +6,443.8% | +2,071.6% | +4,372.2% | +1,004.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling