+189.8%
GD vs CGNX
+182.0%
+7.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.4% |
| 30D | -9.6% | -1.8% | -7.8% | -9.5% |
| 3M | +4.3% | +5.3% | -0.9% | +2.6% |
| 6M | +0.5% | +22.3% | -21.8% | -4.5% |
| YTD | +6.6% | +72.2% | -65.6% | -6.9% |
| 1Y | +11.6% | +39.8% | -28.2% | +1.0% |
| 3Y | +72.6% | +44.8% | +27.7% | +49.6% |
| 5Y | +95.2% | -27.0% | +122.2% | +93.6% |
| All | +189.8% | +182.0% | +7.8% | +107.3% |
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