+1,036.1%
GFI vs CGNX
+193.6%
+842.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | -2.7% | +3.2% | -5.9% | -3.0% |
| 30D | +13.2% | +6.0% | +7.2% | +12.6% |
| 3M | +28.5% | +3.5% | +24.9% | +27.8% |
| 6M | -6.2% | +26.3% | -32.5% | -7.9% |
| YTD | +8.7% | +79.2% | -70.5% | +3.4% |
| 1Y | +24.8% | +43.8% | -18.9% | +20.5% |
| 3Y | +298.0% | +52.0% | +246.1% | +277.7% |
| 5Y | +546.0% | -24.0% | +570.0% | +518.2% |
| All | +1,036.1% | +193.6% | +842.5% | +814.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling