-24.8%
GIS vs CGNX
+45.2%
-69.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | +0.1% |
| 7D | -6.4% | +3.2% | -9.5% | -6.1% |
| 30D | -6.1% | +6.0% | -12.1% | -5.5% |
| 3M | +7.8% | +3.5% | +4.3% | +8.3% |
| 6M | -8.8% | +26.3% | -35.1% | -7.6% |
| YTD | -19.1% | +79.2% | -98.4% | -15.2% |
| 1Y | -24.8% | +43.8% | -68.6% | -23.3% |
| All | -24.8% | +45.2% | -69.9% | -23.3% |
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