+290.5%
GME vs CGNX
+193.6%
+96.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.3% |
| 7D | +10.4% | +3.2% | +7.2% | +9.2% |
| 30D | +14.1% | +6.0% | +8.1% | +11.6% |
| 3M | -4.6% | +3.5% | -8.2% | -7.2% |
| 6M | -13.5% | +26.3% | -39.8% | -22.5% |
| YTD | +5.3% | +79.2% | -73.9% | -20.5% |
| 1Y | -14.9% | +43.8% | -58.7% | -30.7% |
| 3Y | +24.3% | +52.0% | -27.7% | -5.0% |
| 5Y | -55.6% | -24.0% | -31.5% | -57.5% |
| All | +290.5% | +193.6% | +96.9% | +97.7% |
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