+669.0%
GRMN vs CGNX
+193.6%
+475.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.1% |
| 7D | +2.4% | +3.2% | -0.7% | +1.6% |
| 30D | -8.5% | +6.0% | -14.5% | -10.0% |
| 3M | +19.5% | +3.5% | +15.9% | +17.0% |
| 6M | +21.2% | +26.3% | -5.1% | +11.7% |
| YTD | +41.0% | +79.2% | -38.2% | +14.2% |
| 1Y | +19.6% | +43.8% | -24.2% | +2.7% |
| 3Y | +183.8% | +52.0% | +131.8% | +127.9% |
| 5Y | +83.0% | -24.0% | +107.1% | +78.0% |
| All | +669.0% | +193.6% | +475.4% | +369.1% |
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