+213.3%
GLD vs CDNS
+997.8%
-784.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.6% |
| 7D | +0.7% | -9.2% | +10.0% | +1.3% |
| 30D | +0.3% | -16.3% | +16.6% | +1.3% |
| 3M | +0.6% | -27.9% | +28.6% | +2.3% |
| 6M | -15.6% | -4.3% | -11.3% | -15.4% |
| YTD | +0.9% | -9.1% | +10.0% | +1.2% |
| 1Y | +19.4% | -21.2% | +40.6% | +20.5% |
| 3Y | +124.5% | +19.4% | +105.1% | +120.2% |
| 5Y | +138.9% | +71.6% | +67.3% | +129.0% |
| 10Y | +213.3% | +1,005.1% | -791.8% | +182.8% |
| All | +213.3% | +997.8% | -784.5% | +182.8% |
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