+239.6%
GLDM vs CGNX
+51.4%
+188.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | -3.4% | +1.5% | -4.9% | -3.4% |
| 30D | -1.1% | -1.8% | +0.7% | -1.1% |
| 3M | +5.9% | +5.3% | +0.6% | +5.7% |
| 6M | -16.9% | +22.3% | -39.2% | -17.2% |
| YTD | +0.2% | +72.2% | -72.0% | -0.9% |
| 1Y | +18.6% | +39.8% | -21.3% | +17.7% |
| 3Y | +124.6% | +44.8% | +79.8% | +122.3% |
| 5Y | +140.6% | -27.0% | +167.6% | +138.7% |
| All | +239.6% | +51.4% | +188.2% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling