+866.8%
CDNS vs GPN
+2,449.8%
-1,583.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.3% |
| 7D | -7.2% | -6.2% | -1.0% | -4.6% |
| 30D | -14.3% | +1.0% | -15.3% | -14.9% |
| 3M | -27.2% | +36.9% | -64.1% | -37.3% |
| 6M | -4.5% | +16.8% | -21.3% | -12.2% |
| YTD | -9.0% | +13.2% | -22.2% | -15.6% |
| 1Y | -21.3% | +1.4% | -22.8% | -23.9% |
| 3Y | +19.6% | -28.6% | +48.2% | +29.3% |
| 5Y | +71.5% | -47.0% | +118.5% | +104.1% |
| 10Y | +1,036.6% | +25.2% | +1,011.4% | +795.2% |
| All | +866.8% | +2,449.8% | -1,583.0% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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