+63.9%
GGLL vs CGNX
+45.2%
+18.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +2.6% |
| 7D | -0.3% | +3.2% | -3.5% | -0.9% |
| 30D | -4.0% | +6.0% | -10.0% | -5.3% |
| 3M | -15.5% | +3.5% | -19.1% | -16.3% |
| 6M | +7.6% | +26.3% | -18.7% | +1.9% |
| YTD | +2.0% | +79.2% | -77.3% | -9.7% |
| 1Y | +63.9% | +43.8% | +20.2% | +45.9% |
| All | +63.9% | +45.2% | +18.8% | +45.9% |
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