-43.7%
GPN vs CGNX
-25.4%
-18.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.0% |
| 7D | -4.3% | +3.2% | -7.5% | -5.0% |
| 30D | 0.0% | +6.0% | -6.0% | -1.6% |
| 3M | +35.8% | +3.5% | +32.3% | +33.1% |
| 6M | +22.0% | +26.3% | -4.3% | +13.2% |
| YTD | +15.2% | +79.2% | -64.0% | -6.3% |
| 1Y | +3.5% | +43.8% | -40.3% | -10.4% |
| 3Y | -26.9% | +52.0% | -78.9% | -41.4% |
| All | -43.7% | -25.4% | -18.2% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling