-54.8%
GTLB vs CGNX
-18.2%
-36.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.6% |
| 7D | -5.7% | +3.2% | -8.9% | -7.1% |
| 30D | +15.1% | +6.0% | +9.1% | +11.2% |
| 3M | +65.5% | +3.5% | +61.9% | +58.3% |
| 6M | +102.9% | +26.3% | +76.6% | +71.5% |
| YTD | +25.2% | +79.2% | -54.0% | -19.4% |
| 1Y | -5.5% | +43.8% | -49.3% | -31.2% |
| 3Y | -10.9% | +52.0% | -62.8% | -44.5% |
| All | -54.8% | -18.2% | -36.6% | -52.0% |
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