+5.8%
GLXY vs CGNX
+97.0%
-91.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -8.9% | +1.5% | -10.4% | -9.5% |
| 30D | +19.9% | -1.8% | +21.7% | +20.7% |
| 3M | -20.0% | +5.3% | -25.2% | -21.8% |
| 6M | +10.5% | +22.3% | -11.8% | +2.8% |
| YTD | +7.9% | +72.2% | -64.3% | -14.4% |
| 1Y | -7.5% | +39.8% | -47.3% | -18.5% |
| All | +5.8% | +97.0% | -91.2% | -15.6% |
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 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