+2,107.8%
GAP vs CGNX
+12,871.6%
-10,763.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.0% |
| 7D | -4.1% | +3.2% | -7.3% | -4.7% |
| 30D | +6.2% | +6.0% | +0.2% | +4.7% |
| 3M | -0.7% | +3.5% | -4.2% | -2.3% |
| 6M | -7.1% | +26.3% | -33.4% | -12.7% |
| YTD | -14.1% | +79.2% | -93.3% | -26.3% |
| 1Y | -8.5% | +43.8% | -52.3% | -18.1% |
| 3Y | +115.4% | +52.0% | +63.4% | +87.7% |
| 5Y | +9.8% | -24.0% | +33.9% | +8.9% |
| 10Y | +30.6% | +189.1% | -158.5% | +0.4% |
| All | +2,107.8% | +12,871.6% | -10,763.8% | +576.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling