+12.6%
GTLB vs CGNX
+31.4%
-18.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | +0.3% |
| 7D | -9.7% | -9.2% | -0.5% | -9.4% |
| 30D | +1.7% | -17.6% | +19.3% | +2.1% |
| 3M | +43.6% | -25.7% | +69.3% | +44.4% |
| 6M | +113.0% | -5.5% | +118.5% | +111.6% |
| YTD | +39.5% | +48.1% | -8.6% | +30.9% |
| 1Y | +12.6% | +33.5% | -20.9% | +8.5% |
| All | +12.6% | +31.4% | -18.8% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling