+74.5%
GDXJ vs CGNX
+1,619.4%
-1,544.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.3% |
| 7D | -2.8% | +3.2% | -6.0% | -3.4% |
| 30D | +5.0% | +6.0% | -1.0% | +3.7% |
| 3M | +24.1% | +3.5% | +20.5% | +22.8% |
| 6M | -7.4% | +26.3% | -33.6% | -11.2% |
| YTD | +10.2% | +79.2% | -69.0% | -2.4% |
| 1Y | +42.5% | +43.8% | -1.3% | +30.6% |
| 3Y | +285.7% | +52.0% | +233.8% | +240.5% |
| 5Y | +231.9% | -24.0% | +255.9% | +224.0% |
| 10Y | +230.0% | +189.1% | +40.9% | +138.5% |
| All | +74.5% | +1,619.4% | -1,544.9% | -35.0% |
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