+388.8%
GH vs CGNX
+21.7%
+367.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -3.1% |
| 7D | -2.5% | +3.2% | -5.7% | -4.1% |
| 30D | -4.7% | +6.0% | -10.7% | -7.9% |
| 3M | +20.2% | +3.5% | +16.7% | +16.1% |
| 6M | +78.8% | +26.3% | +52.5% | +54.9% |
| YTD | +54.1% | +79.2% | -25.2% | +3.8% |
| 1Y | +177.1% | +43.8% | +133.3% | +102.9% |
| 3Y | +371.6% | +52.0% | +319.7% | +202.4% |
| 5Y | +21.9% | -24.0% | +46.0% | +23.8% |
| All | +388.8% | +21.7% | +367.1% | +259.6% |
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