+238.0%
GM vs CGNX
+926.6%
-688.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.9% |
| 7D | -2.4% | +3.2% | -5.6% | -3.5% |
| 30D | -1.1% | +6.0% | -7.1% | -3.3% |
| 3M | +6.1% | +3.5% | +2.6% | +3.6% |
| 6M | +15.0% | +26.3% | -11.3% | +4.6% |
| YTD | +6.0% | +79.2% | -73.3% | -16.8% |
| 1Y | +47.1% | +43.8% | +3.3% | +23.2% |
| 3Y | +170.5% | +52.0% | +118.5% | +112.0% |
| 5Y | +80.5% | -24.0% | +104.5% | +74.6% |
| 10Y | +238.7% | +189.1% | +49.6% | +92.6% |
| All | +238.0% | +926.6% | -688.5% | +6.3% |
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