+482.4%
CSX vs GIS
-18.7%
+501.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +0.6% | -8.3% | +8.9% | +2.5% |
| 30D | -2.3% | +2.2% | -4.4% | -2.9% |
| 3M | +4.3% | +15.7% | -11.4% | +0.4% |
| 6M | +23.4% | -12.0% | +35.3% | +26.4% |
| YTD | +36.4% | -15.0% | +51.4% | +40.6% |
| 1Y | +53.0% | -20.1% | +73.2% | +59.8% |
| 3Y | +70.6% | -34.6% | +105.2% | +85.3% |
| 5Y | +65.5% | -22.8% | +88.3% | +71.4% |
| 10Y | +482.4% | -18.5% | +500.9% | +507.1% |
| All | +482.4% | -18.7% | +501.0% | +507.1% |
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