+1.3%
GFS vs CGNX
-22.6%
+24.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +0.2% |
| 7D | +3.8% | +3.2% | +0.7% | +2.3% |
| 30D | -11.7% | +6.0% | -17.7% | -14.1% |
| 3M | -41.8% | +3.5% | -45.3% | -42.7% |
| 6M | +6.6% | +26.3% | -19.7% | -3.4% |
| YTD | +34.6% | +79.2% | -44.6% | -1.0% |
| 1Y | +46.2% | +43.8% | +2.4% | +18.5% |
| 3Y | -20.3% | +52.0% | -72.3% | -41.8% |
| All | +1.3% | -22.6% | +24.0% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling