+155.6%
GS vs CGNX
-37.5%
+193.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +5.9% | +4.7% | +1.2% | +4.6% |
| 30D | +4.3% | -12.7% | +17.0% | +7.6% |
| 3M | -11.7% | -18.7% | +7.0% | -7.5% |
| 6M | -3.2% | -21.2% | +18.0% | +1.6% |
| YTD | +5.8% | +39.6% | -33.8% | -7.2% |
| 1Y | +16.0% | +35.6% | -19.5% | +2.5% |
| 3Y | +199.8% | +44.7% | +155.0% | +141.7% |
| All | +155.6% | -37.5% | +193.1% | +155.4% |
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