+2,110.1%
GNRC vs CGNX
+1,654.3%
+455.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.1% |
| 7D | -0.2% | +3.2% | -3.4% | -1.6% |
| 30D | -15.7% | +6.0% | -21.7% | -18.1% |
| 3M | -27.3% | +3.5% | -30.9% | -28.6% |
| 6M | -12.1% | +26.3% | -38.3% | -20.9% |
| YTD | +37.1% | +79.2% | -42.1% | +1.1% |
| 1Y | -0.5% | +43.8% | -44.3% | -19.3% |
| 3Y | +61.5% | +52.0% | +9.6% | +22.1% |
| 5Y | -58.6% | -24.0% | -34.5% | -57.9% |
| 10Y | +446.3% | +189.1% | +257.2% | +212.0% |
| All | +2,110.1% | +1,654.3% | +455.8% | +432.0% |
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