+435.3%
GNRC vs CGNX
+193.6%
+241.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +0.9% |
| 7D | -0.2% | +3.2% | -3.4% | -1.7% |
| 30D | -15.7% | +6.0% | -21.7% | -18.3% |
| 3M | -27.3% | +3.5% | -30.9% | -28.8% |
| 6M | -12.1% | +26.3% | -38.3% | -21.7% |
| YTD | +37.1% | +79.2% | -42.1% | -2.1% |
| 1Y | -0.5% | +43.8% | -44.3% | -21.0% |
| 3Y | +61.5% | +52.0% | +9.6% | +17.6% |
| 5Y | -58.6% | -24.0% | -34.5% | -58.1% |
| All | +435.3% | +193.6% | +241.7% | +238.8% |
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