+2,059.7%
GS vs CGNX
+1,025.2%
+1,034.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | +3.6% | -0.2% | +2.3% |
| 30D | +0.2% | -6.8% | +7.0% | +2.1% |
| 3M | -0.3% | -0.1% | -0.2% | -1.1% |
| 6M | +27.4% | +26.2% | +1.2% | +17.1% |
| YTD | +19.6% | +73.7% | -54.0% | -3.6% |
| 1Y | +42.5% | +40.4% | +2.1% | +21.4% |
| 3Y | +240.4% | +46.1% | +194.3% | +175.8% |
| 5Y | +188.9% | -25.6% | +214.5% | +180.1% |
| 10Y | +642.6% | +171.3% | +471.2% | +345.1% |
| All | +2,059.7% | +1,025.2% | +1,034.5% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling