+650.5%
GFI vs CGNX
+12,871.6%
-12,221.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.5% |
| 7D | -4.9% | +3.2% | -8.0% | -5.0% |
| 30D | +10.7% | +6.0% | +4.7% | +10.3% |
| 3M | +25.6% | +3.5% | +22.1% | +25.1% |
| 6M | -8.3% | +26.3% | -34.5% | -9.6% |
| YTD | +6.3% | +79.2% | -72.9% | +2.0% |
| 1Y | +22.1% | +43.8% | -21.7% | +18.5% |
| 3Y | +289.2% | +52.0% | +237.2% | +272.6% |
| 5Y | +531.7% | -24.0% | +555.7% | +525.3% |
| 10Y | +1,043.8% | +189.1% | +854.7% | +931.3% |
| All | +650.5% | +12,871.6% | -12,221.2% | +571.5% |
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