+139.3%
IAU vs CGNX
-25.4%
+164.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.4% |
| 7D | -2.0% | +3.2% | -5.2% | -2.1% |
| 30D | -1.5% | +6.0% | -7.5% | -1.7% |
| 3M | +3.3% | +3.5% | -0.3% | +3.0% |
| 6M | -16.2% | +26.3% | -42.5% | -16.8% |
| YTD | +0.7% | +79.2% | -78.6% | -0.9% |
| 1Y | +19.2% | +43.8% | -24.6% | +17.9% |
| 3Y | +124.4% | +52.0% | +72.5% | +121.1% |
| All | +139.3% | -25.4% | +164.8% | +130.0% |
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 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