+185.8%
CGNX vs GPC
+86.4%
+99.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.3% |
| 7D | +3.2% | -3.2% | +6.4% | +4.8% |
| 30D | +6.0% | +0.5% | +5.5% | +5.5% |
| 3M | +3.5% | +31.7% | -28.2% | -11.6% |
| 6M | +26.3% | +24.7% | +1.6% | +10.6% |
| YTD | +79.2% | +11.8% | +67.5% | +63.9% |
| 1Y | +43.8% | -3.0% | +46.8% | +41.6% |
| 3Y | +52.0% | -1.1% | +53.1% | +42.2% |
| 5Y | -24.0% | +30.5% | -54.5% | -40.1% |
| All | +185.8% | +86.4% | +99.4% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling