+9.9%
GD vs CGNX
+45.2%
-35.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.3% |
| 7D | -1.0% | +3.2% | -4.1% | -1.1% |
| 30D | -9.7% | +6.0% | -15.7% | -9.9% |
| 3M | -0.4% | +3.5% | -3.9% | -0.8% |
| 6M | +1.5% | +26.3% | -24.8% | 0.0% |
| YTD | +7.1% | +79.2% | -72.1% | +2.0% |
| 1Y | +9.9% | +43.8% | -33.9% | +7.2% |
| All | +9.9% | +45.2% | -35.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling