+27.9%
GAP vs CGNX
+193.6%
-165.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.3% |
| 7D | -4.1% | +3.2% | -7.3% | -5.3% |
| 30D | +6.2% | +6.0% | +0.2% | +3.2% |
| 3M | -0.7% | +3.5% | -4.2% | -4.0% |
| 6M | -7.1% | +26.3% | -33.4% | -18.2% |
| YTD | -14.1% | +79.2% | -93.3% | -37.7% |
| 1Y | -8.5% | +43.8% | -52.3% | -27.5% |
| 3Y | +115.4% | +52.0% | +63.4% | +57.2% |
| 5Y | +9.8% | -24.0% | +33.9% | +5.8% |
| All | +27.9% | +193.6% | -165.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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