+639.9%
GS vs CGNX
+193.6%
+446.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.4% |
| 7D | -0.9% | +3.2% | -4.1% | -1.9% |
| 30D | -0.3% | +6.0% | -6.3% | -2.3% |
| 3M | -0.1% | +3.5% | -3.7% | -2.0% |
| 6M | +26.1% | +26.3% | -0.2% | +15.8% |
| YTD | +18.8% | +79.2% | -60.4% | -5.7% |
| 1Y | +33.7% | +43.8% | -10.1% | +13.0% |
| 3Y | +238.9% | +52.0% | +187.0% | +167.5% |
| 5Y | +187.9% | -24.0% | +212.0% | +180.3% |
| All | +639.9% | +193.6% | +446.3% | +327.2% |
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