+4.3%
GFI vs CGNX
+19.2%
-14.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.5% | +13.4% | +4.0% |
| 7D | +7.7% | -19.5% | +27.2% | +10.0% |
| 30D | +4.6% | -28.4% | +33.0% | +8.3% |
| 3M | +3.8% | -32.7% | +36.5% | +7.9% |
| 6M | -7.3% | -19.0% | +11.7% | -5.2% |
| YTD | -8.8% | +32.6% | -41.4% | -8.8% |
| 1Y | +4.3% | +18.0% | -13.7% | +11.4% |
| All | +4.3% | +19.2% | -14.8% | +11.4% |
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