+76.2%
GGLL vs CGNX
+42.4%
+33.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.8% |
| 7D | -4.8% | +3.0% | -7.7% | -5.3% |
| 30D | -13.7% | -11.8% | -1.8% | -11.7% |
| 3M | -21.9% | -3.6% | -18.2% | -21.6% |
| 6M | +11.7% | +17.4% | -5.7% | +6.8% |
| YTD | +2.3% | +73.7% | -71.5% | -8.9% |
| 1Y | +76.2% | +41.5% | +34.7% | +58.2% |
| All | +76.2% | +42.4% | +33.8% | +58.2% |
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