+137.7%
GLD vs CGNX
-25.4%
+163.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.5% |
| 7D | -2.0% | +3.2% | -5.1% | -2.1% |
| 30D | -1.5% | +6.0% | -7.5% | -1.7% |
| 3M | +3.2% | +3.5% | -0.3% | +3.0% |
| 6M | -16.3% | +26.3% | -42.6% | -16.8% |
| YTD | +0.6% | +79.2% | -78.6% | -1.0% |
| 1Y | +19.1% | +43.8% | -24.7% | +17.8% |
| 3Y | +123.5% | +52.0% | +71.6% | +120.2% |
| All | +137.7% | -25.4% | +163.2% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling