+212.2%
GLD vs CDNS
+1,242.4%
-1,030.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +1.6% |
| 7D | +4.9% | +2.1% | +2.8% | +4.8% |
| 30D | -1.3% | -4.6% | +3.3% | -1.1% |
| 3M | -4.8% | -0.8% | -4.0% | -4.8% |
| 6M | -12.5% | -7.2% | -5.3% | -12.3% |
| YTD | -4.2% | +7.7% | -11.9% | -4.9% |
| 1Y | +3.0% | +3.5% | -0.5% | +2.5% |
| 3Y | +109.1% | +31.2% | +77.9% | +104.0% |
| 5Y | +121.6% | +84.5% | +37.0% | +111.3% |
| 10Y | +212.2% | +1,242.9% | -1,030.7% | +176.1% |
| All | +212.2% | +1,242.4% | -1,030.1% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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