+14.7%
GTLB vs CGNX
+42.4%
-27.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | +11.1% | +3.0% | +8.1% | +10.8% |
| 30D | +37.8% | -11.8% | +49.6% | +39.0% |
| 3M | +61.6% | -3.6% | +65.2% | +61.3% |
| 6M | +98.9% | +17.4% | +81.5% | +93.6% |
| YTD | +32.8% | +73.7% | -41.0% | +17.9% |
| 1Y | +14.7% | +41.5% | -26.9% | +10.6% |
| All | +14.7% | +42.4% | -27.7% | +10.6% |
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