+412.6%
CSX vs GIS
-17.6%
+430.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.2% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | +6.8% | +10.1% | -3.3% | +4.5% |
| 3M | +0.7% | -3.7% | +4.3% | +1.2% |
| 6M | +13.3% | +4.3% | +9.0% | +11.4% |
| YTD | +40.5% | -19.8% | +60.3% | +46.3% |
| 1Y | +44.7% | -20.5% | +65.1% | +50.8% |
| 3Y | +74.5% | -38.3% | +112.8% | +91.5% |
| 5Y | +52.0% | -32.2% | +84.2% | +61.8% |
| 10Y | +412.6% | -18.0% | +430.6% | +390.7% |
| All | +412.6% | -17.6% | +430.2% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling