+25.7%
GPN vs CGNX
+193.6%
-167.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.3% |
| 7D | -4.3% | +3.2% | -7.5% | -5.3% |
| 30D | 0.0% | +6.0% | -6.0% | -2.2% |
| 3M | +35.8% | +3.5% | +32.3% | +32.2% |
| 6M | +22.0% | +26.3% | -4.3% | +10.3% |
| YTD | +15.2% | +79.2% | -64.0% | -11.6% |
| 1Y | +3.5% | +43.8% | -40.3% | -14.8% |
| 3Y | -26.9% | +52.0% | -78.9% | -44.3% |
| 5Y | -44.2% | -24.0% | -20.2% | -46.3% |
| All | +25.7% | +193.6% | -167.9% | -32.0% |
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 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