-14.9%
GME vs CGNX
+45.2%
-60.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.5% |
| 7D | +10.4% | +3.2% | +7.2% | +10.2% |
| 30D | +14.1% | +6.0% | +8.1% | +13.8% |
| 3M | -4.6% | +3.5% | -8.2% | -5.0% |
| 6M | -13.5% | +26.3% | -39.8% | -15.3% |
| YTD | +5.3% | +79.2% | -73.9% | -2.4% |
| 1Y | -14.9% | +43.8% | -58.7% | -16.9% |
| All | -14.9% | +45.2% | -60.0% | -16.9% |
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