+798.5%
GLD vs CGNX
+1,088.7%
-290.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.5% |
| 7D | -2.0% | +3.2% | -5.1% | -2.0% |
| 30D | -1.5% | +6.0% | -7.5% | -1.6% |
| 3M | +3.2% | +3.5% | -0.3% | +3.1% |
| 6M | -16.3% | +26.3% | -42.6% | -16.5% |
| YTD | +0.6% | +79.2% | -78.6% | -0.2% |
| 1Y | +19.1% | +43.8% | -24.7% | +18.5% |
| 3Y | +123.5% | +52.0% | +71.6% | +121.7% |
| 5Y | +138.5% | -24.0% | +162.6% | +137.5% |
| 10Y | +214.6% | +189.1% | +25.5% | +210.1% |
| All | +798.5% | +1,088.7% | -290.2% | +747.4% |
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