-2.7%
GFS vs CGNX
-25.0%
+22.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +2.6% | +3.6% | -0.9% | +0.9% |
| 30D | -16.4% | -6.8% | -9.6% | -13.6% |
| 3M | -41.6% | -0.1% | -41.5% | -41.5% |
| 6M | -3.7% | +26.2% | -29.9% | -12.6% |
| YTD | +29.3% | +73.7% | -44.4% | -3.4% |
| 1Y | +37.1% | +40.4% | -3.3% | +12.4% |
| 3Y | -22.1% | +46.1% | -68.2% | -42.0% |
| All | -2.7% | -25.0% | +22.4% | -4.4% |
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 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