+7.6%
GD vs CGNX
+32.3%
-24.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +2.7% | +4.7% | -2.0% | +2.5% |
| 30D | +8.6% | -12.7% | +21.3% | +9.0% |
| 3M | -7.1% | -18.7% | +11.6% | -6.5% |
| 6M | +7.5% | -21.2% | +28.7% | +7.8% |
| YTD | +9.9% | +39.6% | -29.7% | +5.2% |
| 1Y | +7.6% | +35.6% | -28.0% | +3.7% |
| All | +7.6% | +32.3% | -24.8% | +3.7% |
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