+40.2%
GDX vs CGNX
+45.2%
-4.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.6% |
| 7D | -2.2% | +3.2% | -5.3% | -2.5% |
| 30D | +6.8% | +6.0% | +0.8% | +5.9% |
| 3M | +24.9% | +3.5% | +21.4% | +24.0% |
| 6M | -4.2% | +26.3% | -30.5% | -5.4% |
| YTD | +13.2% | +79.2% | -66.0% | +10.6% |
| 1Y | +40.2% | +43.8% | -3.6% | +34.1% |
| All | +40.2% | +45.2% | -4.9% | +34.1% |
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