+225.5%
GWW vs CGNX
-25.4%
+250.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | 0.0% |
| 7D | -3.4% | +3.2% | -6.5% | -3.8% |
| 30D | -1.9% | +6.0% | -7.9% | -2.9% |
| 3M | -2.4% | +3.5% | -5.9% | -3.5% |
| 6M | +15.7% | +26.3% | -10.6% | +10.4% |
| YTD | +27.6% | +79.2% | -51.6% | +11.8% |
| 1Y | +27.2% | +43.8% | -16.6% | +16.2% |
| 3Y | +89.7% | +52.0% | +37.7% | +65.2% |
| All | +225.5% | -25.4% | +250.9% | +220.8% |
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