+7.6%
GAP vs CGNX
-25.4%
+33.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.5% |
| 7D | -4.1% | +3.2% | -7.3% | -5.1% |
| 30D | +6.2% | +6.0% | +0.2% | +3.7% |
| 3M | -0.7% | +3.5% | -4.2% | -3.6% |
| 6M | -7.1% | +26.3% | -33.4% | -17.0% |
| YTD | -14.1% | +79.2% | -93.3% | -35.8% |
| 1Y | -8.5% | +43.8% | -52.3% | -25.5% |
| 3Y | +115.4% | +52.0% | +63.4% | +59.3% |
| All | +7.6% | -25.4% | +33.0% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling