+248.5%
GLDM vs CGNX
+52.8%
+195.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -0.5% | +3.0% | -3.5% | -0.6% |
| 30D | +4.4% | -11.8% | +16.2% | +4.7% |
| 3M | -1.1% | -3.6% | +2.5% | -1.1% |
| 6M | -13.7% | +17.4% | -31.1% | -14.0% |
| YTD | +2.8% | +73.7% | -71.0% | +1.6% |
| 1Y | +24.8% | +41.5% | -16.7% | +23.9% |
| 3Y | +127.8% | +34.1% | +93.7% | +125.8% |
| 5Y | +141.1% | -27.3% | +168.4% | +139.2% |
| All | +248.5% | +52.8% | +195.7% | +243.8% |
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