-55.2%
GLXY vs CGNX
+31.4%
-86.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -8.7% | -8.3% | -12.2% |
| 7D | -26.8% | -9.2% | -17.6% | -22.2% |
| 30D | -38.3% | -17.6% | -20.8% | -31.3% |
| 3M | -36.9% | -25.7% | -11.2% | -26.6% |
| 6M | -52.1% | -5.5% | -46.6% | -49.6% |
| YTD | -37.5% | +48.1% | -85.6% | -49.3% |
| 1Y | -55.2% | +33.5% | -88.7% | -59.6% |
| All | -55.2% | +31.4% | -86.6% | -59.6% |
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