+24.3%
GME vs CGNX
+49.8%
-25.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.8% |
| 7D | +10.4% | +3.2% | +7.2% | +9.6% |
| 30D | +14.1% | +6.0% | +8.1% | +12.4% |
| 3M | -4.6% | +3.5% | -8.2% | -6.4% |
| 6M | -13.5% | +26.3% | -39.8% | -20.3% |
| YTD | +5.3% | +79.2% | -73.9% | -16.1% |
| 1Y | -14.9% | +43.8% | -58.7% | -26.8% |
| 3Y | +24.3% | +52.0% | -27.7% | -3.5% |
| All | +24.3% | +49.8% | -25.5% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling