+19,657.5%
GD vs CGNX
+12,871.6%
+6,785.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | 0.0% |
| 7D | -1.0% | +3.2% | -4.1% | -1.3% |
| 30D | -9.7% | +6.0% | -15.7% | -10.4% |
| 3M | -0.4% | +3.5% | -3.9% | -1.2% |
| 6M | +1.5% | +26.3% | -24.8% | -1.9% |
| YTD | +7.1% | +79.2% | -72.1% | -1.5% |
| 1Y | +9.9% | +43.8% | -33.9% | +3.3% |
| 3Y | +74.6% | +52.0% | +22.7% | +60.3% |
| 5Y | +96.1% | -24.0% | +120.1% | +92.0% |
| 10Y | +194.9% | +189.1% | +5.8% | +144.5% |
| All | +19,657.5% | +12,871.6% | +6,785.9% | +13,143.3% |
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 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