-12.2%
GGLL vs CGNX
+31.4%
-43.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.7% | +15.2% | +7.9% |
| 7D | -23.1% | -9.2% | -13.9% | -22.1% |
| 30D | -32.9% | -17.6% | -15.3% | -30.9% |
| 3M | -44.9% | -25.7% | -19.2% | -42.3% |
| 6M | -49.5% | -5.5% | -44.0% | -50.0% |
| YTD | -28.9% | +48.1% | -77.0% | -36.5% |
| 1Y | -12.2% | +33.5% | -45.7% | -13.8% |
| All | -12.2% | +31.4% | -43.6% | -13.8% |
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