+71.8%
GH vs CGNX
+31.4%
+40.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.7% | +5.0% | -2.6% |
| 7D | -7.7% | -9.2% | +1.5% | -6.6% |
| 30D | -10.0% | -17.6% | +7.6% | -8.2% |
| 3M | +5.5% | -25.7% | +31.2% | +8.7% |
| 6M | +84.9% | -5.5% | +90.4% | +85.1% |
| YTD | +65.0% | +48.1% | +17.0% | +55.1% |
| 1Y | +71.8% | +33.5% | +38.3% | +69.1% |
| All | +71.8% | +31.4% | +40.3% | +69.1% |
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